-41.3%
CORZ vs PNR
-31.2%
-10.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.3% | -13.7% | -10.9% |
| 7D | -14.9% | +11.9% | -26.8% | -17.1% |
| 30D | -23.1% | +37.1% | -60.3% | -28.7% |
| 3M | -44.1% | +5.7% | -49.8% | -45.0% |
| 6M | -39.5% | -5.7% | -33.8% | -38.4% |
| YTD | -12.4% | -29.8% | +17.4% | +0.8% |
| 1Y | -41.3% | -31.8% | -9.5% | -32.1% |
| All | -41.3% | -31.2% | -10.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling