+281.7%
CORZ vs PH
+110.1%
+171.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.4% |
| 7D | -7.8% | +2.1% | -9.9% | -9.1% |
| 30D | -14.8% | +0.3% | -15.1% | -14.5% |
| 3M | -32.5% | -8.8% | -23.7% | -25.9% |
| 6M | -42.7% | +10.0% | -52.8% | -47.7% |
| YTD | -9.8% | +10.5% | -20.3% | -18.5% |
| 1Y | -31.9% | +15.5% | -47.5% | -41.2% |
| All | +281.7% | +110.1% | +171.6% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling