+230.8%
CORZ vs PCAR
+10.5%
+220.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.3% | -9.9% |
| 7D | -21.1% | +2.2% | -23.3% | -22.3% |
| 30D | -31.8% | -4.4% | -27.4% | -30.3% |
| 3M | -47.7% | -21.4% | -26.3% | -40.0% |
| 6M | -48.7% | -7.3% | -41.4% | -46.9% |
| YTD | -21.8% | -3.8% | -18.1% | -21.1% |
| 1Y | -47.8% | +6.3% | -54.1% | -50.4% |
| All | +230.8% | +10.5% | +220.3% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling