+323.5%
CORZ vs PWR
+210.7%
+112.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.3% | +6.7% | +7.0% |
| 7D | +14.2% | +4.7% | +9.4% | +9.2% |
| 30D | -3.0% | -12.5% | +9.5% | +9.9% |
| 3M | -26.3% | -9.3% | -16.9% | -19.4% |
| 6M | -36.5% | -22.2% | -14.3% | -20.5% |
| YTD | +0.1% | +44.2% | -44.1% | -31.7% |
| 1Y | -15.9% | +35.5% | -51.4% | -38.8% |
| All | +323.5% | +210.7% | +112.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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