+420.1%
CORZ vs PPL
+47.1%
+372.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.4% | +2.7% | +5.7% | +8.5% |
| 30D | -17.8% | +0.5% | -18.3% | -17.8% |
| 3M | -35.9% | +0.7% | -36.6% | -35.9% |
| 6M | +12.9% | -7.6% | +20.5% | +13.0% |
| YTD | +22.9% | +1.8% | +21.1% | +22.7% |
| 1Y | +31.4% | -0.8% | +32.1% | +31.4% |
| All | +420.1% | +47.1% | +372.9% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling