+425.9%
CORZ vs PBR
+75.9%
+350.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | +7.6% | +0.3% | +7.3% | +7.5% |
| 30D | -6.9% | +17.5% | -24.5% | -10.5% |
| 3M | -33.0% | +20.9% | -53.9% | -36.1% |
| 6M | +19.3% | +20.2% | -0.9% | +12.2% |
| YTD | +24.2% | +84.3% | -60.0% | +3.5% |
| 1Y | +24.5% | +77.1% | -52.6% | +4.4% |
| All | +425.9% | +75.9% | +350.0% | +343.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling