+318.0%
CORZ vs PBF
+74.9%
+243.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +26.4% | +3.8% | +22.6% | +25.8% |
| 30D | -6.8% | -22.2% | +15.4% | -4.5% |
| 3M | -31.1% | +1.3% | -32.4% | -31.4% |
| 6M | -36.9% | +69.0% | -105.9% | -40.6% |
| YTD | -1.2% | +166.5% | -167.7% | -15.5% |
| 1Y | -12.5% | +88.1% | -100.6% | -20.9% |
| All | +318.0% | +74.9% | +243.2% | +285.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling