+241.9%
CORZ vs PH
+99.7%
+142.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.5% | +0.6% |
| 7D | -11.2% | +2.0% | -13.2% | -12.5% |
| 30D | -26.2% | -3.7% | -22.5% | -23.2% |
| 3M | -44.1% | -14.0% | -30.1% | -35.2% |
| 6M | -52.3% | +2.1% | -54.4% | -53.2% |
| YTD | -19.2% | +5.1% | -24.3% | -23.5% |
| 1Y | -42.9% | +10.9% | -53.8% | -48.8% |
| All | +241.9% | +99.7% | +142.1% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling