+420.1%
CORZ vs PENG
+126.1%
+293.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -2.8% |
| 7D | +8.4% | +4.5% | +3.8% | +6.2% |
| 30D | -17.8% | -7.1% | -10.7% | -15.6% |
| 3M | -35.9% | -27.3% | -8.6% | -29.8% |
| 6M | +12.9% | +169.6% | -156.6% | -32.3% |
| YTD | +22.9% | +164.6% | -141.8% | -26.1% |
| 1Y | +31.4% | +109.5% | -78.1% | -14.2% |
| All | +420.1% | +126.1% | +293.9% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling