-7.5%
PEP vs CORZ
+237.5%
-245.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.8% |
| 7D | +0.1% | +16.6% | -16.5% | +0.6% |
| 30D | +0.7% | -10.9% | +11.5% | +0.3% |
| 3M | -0.5% | -31.0% | +30.5% | -1.3% |
| 6M | -11.3% | +26.0% | -37.4% | -10.5% |
| YTD | -0.6% | +28.6% | -29.2% | +0.4% |
| 1Y | +1.7% | +34.5% | -32.8% | +2.9% |
| All | -7.5% | +237.5% | -245.0% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling