-2.9%
PEP vs CORZ
+161.6%
-164.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +2.3% |
| 7D | +2.9% | +23.5% | -20.6% | +3.8% |
| 30D | +12.5% | +7.5% | +5.0% | +13.1% |
| 3M | +4.5% | -26.6% | +31.1% | +3.8% |
| 6M | -0.5% | -39.5% | +39.0% | -1.4% |
| YTD | +4.4% | -0.3% | +4.7% | +5.0% |
| 1Y | +4.4% | -4.2% | +8.6% | +4.8% |
| All | -2.9% | +161.6% | -164.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling