-41.3%
CORZ vs PBF
+120.1%
-161.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.7% | -3.7% | -10.2% |
| 7D | -14.9% | -0.9% | -14.0% | -14.8% |
| 30D | -23.1% | -13.7% | -9.4% | -22.9% |
| 3M | -44.1% | +10.6% | -54.7% | -43.8% |
| 6M | -39.5% | +61.2% | -100.7% | -38.1% |
| YTD | -12.4% | +172.7% | -185.1% | -17.5% |
| 1Y | -41.3% | +111.0% | -152.3% | -45.7% |
| All | -41.3% | +120.1% | -161.4% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling