+420.1%
CORZ vs PBR
+69.1%
+351.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +8.4% | +8.6% | -0.2% | +6.2% |
| 30D | -17.8% | +12.8% | -30.6% | -20.3% |
| 3M | -35.9% | +14.7% | -50.6% | -38.1% |
| 6M | +12.9% | +25.2% | -12.2% | +4.6% |
| YTD | +22.9% | +77.1% | -54.3% | +3.3% |
| 1Y | +31.4% | +69.6% | -38.2% | +11.2% |
| All | +420.1% | +69.1% | +351.0% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling