-8.7%
PEP vs CORZ
+213.0%
-221.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | -0.2% |
| 7D | -1.4% | -3.0% | +1.6% | -1.5% |
| 30D | -0.2% | -12.1% | +11.9% | -0.6% |
| 3M | -4.3% | -32.4% | +28.1% | -5.1% |
| 6M | -13.2% | +12.4% | -25.6% | -12.7% |
| YTD | -1.9% | +19.3% | -21.2% | -1.1% |
| 1Y | -0.3% | +8.6% | -9.0% | +0.3% |
| All | -8.7% | +213.0% | -221.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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