-42.9%
CORZ vs PCAR
+3.7%
-46.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.8% | +4.4% |
| 7D | -11.2% | +0.1% | -11.3% | -11.5% |
| 30D | -26.2% | -4.6% | -21.7% | -24.8% |
| 3M | -44.1% | -22.6% | -21.6% | -35.9% |
| 6M | -52.3% | -12.0% | -40.3% | -49.3% |
| YTD | -19.2% | -6.1% | -13.1% | -18.6% |
| 1Y | -42.9% | +6.3% | -49.2% | -45.5% |
| All | -42.9% | +3.7% | -46.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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