+126.0%
PM vs CORZ
+225.9%
-99.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.4% |
| 7D | -1.2% | +7.6% | -8.8% | -1.0% |
| 30D | -0.2% | -6.9% | +6.8% | -0.3% |
| 3M | +4.9% | -33.0% | +37.9% | +4.2% |
| 6M | +9.0% | +19.3% | -10.3% | +9.5% |
| YTD | +17.8% | +24.2% | -6.5% | +18.6% |
| 1Y | +16.8% | +24.5% | -7.7% | +17.5% |
| All | +126.0% | +225.9% | -99.9% | +124.8% |
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 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