+444.5%
CORZ vs PNR
-16.7%
+461.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +6.2% |
| 7D | +16.6% | -3.0% | +19.6% | +18.5% |
| 30D | -10.9% | -14.9% | +4.1% | -2.1% |
| 3M | -31.0% | -19.0% | -12.0% | -24.0% |
| 6M | +26.0% | -35.9% | +62.0% | +65.9% |
| YTD | +28.6% | -43.1% | +71.8% | +84.3% |
| 1Y | +34.5% | -46.4% | +80.8% | +101.2% |
| All | +444.5% | -16.7% | +461.2% | +642.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling