+281.7%
CORZ vs PFGC
+56.0%
+225.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -7.8% | +15.0% | -22.8% | -12.2% |
| 30D | -14.8% | +17.0% | -31.8% | -20.0% |
| 3M | -32.5% | -2.5% | -30.0% | -31.7% |
| 6M | -42.7% | +19.2% | -61.9% | -48.8% |
| YTD | -9.8% | +23.4% | -33.3% | -21.2% |
| 1Y | -31.9% | +13.9% | -45.8% | -38.0% |
| All | +281.7% | +56.0% | +225.7% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling