+322.1%
CORZ vs PBF
+76.5%
+245.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +23.5% | +6.5% | +17.0% | +22.6% |
| 30D | +7.5% | -20.0% | +27.5% | +9.8% |
| 3M | -26.6% | -3.3% | -23.3% | -26.5% |
| 6M | -39.5% | +76.8% | -116.3% | -43.3% |
| YTD | -0.3% | +168.9% | -169.2% | -14.7% |
| 1Y | -4.2% | +96.4% | -100.6% | -13.9% |
| All | +322.1% | +76.5% | +245.6% | +288.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling