+425.9%
CORZ vs PNR
-18.2%
+444.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.3% |
| 7D | +7.6% | -3.9% | +11.5% | +10.1% |
| 30D | -6.9% | -13.8% | +6.9% | +1.2% |
| 3M | -33.0% | -22.5% | -10.5% | -23.8% |
| 6M | +19.3% | -37.2% | +56.5% | +58.9% |
| YTD | +24.2% | -44.2% | +68.5% | +80.1% |
| 1Y | +24.5% | -46.6% | +71.1% | +86.2% |
| All | +425.9% | -18.2% | +444.1% | +624.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling