-26.3%
CORZ vs PFG
+2.6%
-28.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +11.4% |
| 7D | +14.2% | -2.2% | +16.4% | +14.5% |
| 30D | -3.0% | +6.4% | -9.3% | -4.6% |
| 3M | -26.3% | +2.2% | -28.5% | -27.9% |
| All | -26.3% | +2.6% | -28.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3mo: compounded portfolio wealth divided by compounded PFG 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…
3mo analysis · Full analysis span regression · Available span rolling