-41.3%
CORZ vs PH
+20.3%
-61.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.7% | -6.7% | -7.7% |
| 7D | -14.9% | -0.2% | -14.7% | -14.4% |
| 30D | -23.1% | -6.7% | -16.4% | -19.0% |
| 3M | -44.1% | -8.1% | -35.9% | -40.6% |
| 6M | -39.5% | +5.3% | -44.9% | -40.1% |
| YTD | -12.4% | +4.2% | -16.6% | -10.8% |
| 1Y | -41.3% | +19.3% | -60.7% | -36.3% |
| All | -41.3% | +20.3% | -61.6% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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