+24.5%
CORZ vs PNR
-47.2%
+71.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.0% |
| 7D | +7.6% | -3.9% | +11.5% | +8.5% |
| 30D | -6.9% | -13.8% | +6.9% | -4.1% |
| 3M | -33.0% | -22.5% | -10.5% | -29.5% |
| 6M | +19.3% | -37.2% | +56.5% | +38.4% |
| YTD | +24.2% | -44.2% | +68.5% | +48.6% |
| 1Y | +24.5% | -46.6% | +71.1% | +49.6% |
| All | +24.5% | -47.2% | +71.7% | +49.6% |
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