-8.7%
PEP vs CORZ
+225.9%
-234.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.4% |
| 7D | -1.7% | +7.6% | -9.3% | -1.4% |
| 30D | +0.3% | -6.9% | +7.2% | +0.1% |
| 3M | -3.2% | -33.0% | +29.8% | -4.1% |
| 6M | -13.6% | +19.3% | -32.9% | -12.9% |
| YTD | -1.9% | +24.2% | -26.1% | -1.0% |
| 1Y | -0.6% | +24.5% | -25.1% | +0.4% |
| All | -8.7% | +225.9% | -234.7% | -5.1% |
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