+241.9%
CORZ vs PENG
+82.7%
+159.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.4% | -9.0% | -2.0% |
| 7D | -11.2% | -19.4% | +8.2% | -3.1% |
| 30D | -26.2% | -42.4% | +16.2% | -7.7% |
| 3M | -44.1% | -25.6% | -18.5% | -38.5% |
| 6M | -52.3% | +7.3% | -59.5% | -57.7% |
| YTD | -19.2% | +113.9% | -133.1% | -48.2% |
| 1Y | -42.9% | +93.6% | -136.5% | -61.8% |
| All | +241.9% | +82.7% | +159.1% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling