+420.1%
CORZ vs PFG
+60.4%
+359.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +1.1% |
| 7D | +8.4% | +5.5% | +2.8% | +4.1% |
| 30D | -17.8% | +2.4% | -20.2% | -19.4% |
| 3M | -35.9% | +13.6% | -49.5% | -42.7% |
| 6M | +12.9% | +27.9% | -14.9% | -8.7% |
| YTD | +22.9% | +35.6% | -12.7% | -6.2% |
| 1Y | +31.4% | +48.5% | -17.1% | -9.0% |
| All | +420.1% | +60.4% | +359.6% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling