-48.7%
CORZ vs PH
+2.6%
-51.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.0% | -8.8% | -8.9% |
| 7D | -21.1% | -3.9% | -17.2% | -17.3% |
| 30D | -31.8% | -9.4% | -22.4% | -24.8% |
| 3M | -47.7% | -10.3% | -37.4% | -42.1% |
| 6M | -48.7% | +2.7% | -51.4% | -47.9% |
| All | -48.7% | +2.6% | -51.3% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling