+34.5%
CORZ vs PFGC
-8.4%
+42.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.9% |
| 7D | +16.6% | -2.4% | +19.0% | +16.9% |
| 30D | -10.9% | -15.8% | +4.9% | -9.2% |
| 3M | -31.0% | -0.6% | -30.4% | -34.3% |
| 6M | +26.0% | +10.7% | +15.4% | +14.3% |
| YTD | +28.6% | +7.6% | +21.0% | +20.7% |
| 1Y | +34.5% | -7.8% | +42.3% | +20.7% |
| All | +34.5% | -8.4% | +42.9% | +20.7% |
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