-41.3%
CORZ vs PFGC
+12.5%
-53.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +13.5% | -23.9% | -9.8% |
| 7D | -14.9% | +13.9% | -28.8% | -14.8% |
| 30D | -23.1% | +18.4% | -41.5% | -23.8% |
| 3M | -44.1% | -2.5% | -41.5% | -42.9% |
| 6M | -39.5% | +26.0% | -65.6% | -46.0% |
| YTD | -12.4% | +21.9% | -34.2% | -19.2% |
| 1Y | -41.3% | +13.4% | -54.7% | -47.3% |
| All | -41.3% | +12.5% | -53.8% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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