+124.8%
PM vs CORZ
+237.5%
-112.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +1.3% |
| 7D | -1.3% | +16.6% | -17.8% | -0.9% |
| 30D | -2.6% | -10.9% | +8.3% | -2.8% |
| 3M | +5.8% | -31.0% | +36.8% | +5.2% |
| 6M | +10.6% | +26.0% | -15.5% | +11.2% |
| YTD | +17.2% | +28.6% | -11.5% | +18.0% |
| 1Y | +17.6% | +34.5% | -16.8% | +18.5% |
| All | +124.8% | +237.5% | -112.7% | +123.8% |
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