-12.5%
CORZ vs PENG
+136.5%
-149.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.1% |
| 7D | +26.4% | +34.6% | -8.2% | +10.0% |
| 30D | -6.8% | -35.9% | +29.1% | +11.8% |
| 3M | -31.1% | -14.7% | -16.4% | -28.6% |
| 6M | -36.9% | +13.5% | -50.4% | -47.5% |
| YTD | -1.2% | +156.1% | -157.4% | -52.2% |
| 1Y | -12.5% | +141.3% | -153.9% | -56.0% |
| All | -12.5% | +136.5% | -149.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling