+323.5%
CORZ vs PH
+111.7%
+211.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.2% | +10.2% |
| 7D | +14.2% | +6.9% | +7.3% | +7.5% |
| 30D | -3.0% | +1.7% | -4.7% | -3.9% |
| 3M | -26.3% | -8.1% | -18.1% | -19.6% |
| 6M | -36.5% | +11.5% | -48.0% | -42.8% |
| YTD | +0.1% | +11.4% | -11.3% | -10.2% |
| 1Y | -15.9% | +14.1% | -30.0% | -26.2% |
| All | +323.5% | +111.7% | +211.8% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling