-11.4%
CORZ vs PCAR
+13.3%
-24.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.5% | +9.8% |
| 7D | +14.2% | +2.2% | +12.0% | +13.1% |
| 30D | -3.0% | +0.3% | -3.3% | -3.1% |
| 3M | -26.3% | -17.9% | -8.3% | -17.7% |
| 6M | -36.5% | -3.4% | -33.1% | -35.8% |
| YTD | +0.1% | -0.1% | +0.2% | -0.3% |
| All | -11.4% | +13.3% | -24.6% | -11.9% |
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