+420.1%
CORZ vs PNR
-14.4%
+434.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.4% | -2.4% | +10.7% | +9.9% |
| 30D | -17.8% | -12.8% | -5.1% | -11.0% |
| 3M | -35.9% | -17.0% | -18.9% | -30.3% |
| 6M | +12.9% | -37.4% | +50.4% | +52.6% |
| YTD | +22.9% | -41.6% | +64.5% | +73.5% |
| 1Y | +31.4% | -44.6% | +76.0% | +92.7% |
| All | +420.1% | -14.4% | +434.5% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling