-12.5%
CORZ vs PBR
+42.7%
-55.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +26.4% | -3.7% | +30.1% | +26.6% |
| 30D | -6.8% | -29.0% | +22.2% | -6.2% |
| 3M | -31.1% | +4.9% | -36.0% | -34.2% |
| 6M | -36.9% | -8.4% | -28.5% | -38.9% |
| YTD | -1.2% | +59.4% | -60.6% | -22.7% |
| 1Y | -12.5% | +45.5% | -58.0% | -30.2% |
| All | -12.5% | +42.7% | -55.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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