+420.1%
CORZ vs PH
+109.5%
+310.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +8.4% | -3.1% | +11.4% | +11.5% |
| 30D | -17.8% | -3.2% | -14.6% | -15.8% |
| 3M | -35.9% | +10.6% | -46.5% | -42.1% |
| 6M | +12.9% | -2.1% | +15.1% | +14.0% |
| YTD | +22.9% | +10.2% | +12.7% | +10.4% |
| 1Y | +31.4% | +28.2% | +3.1% | +0.1% |
| All | +420.1% | +109.5% | +310.6% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling