+318.0%
CORZ vs PFGC
+54.5%
+263.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +26.4% | +0.3% | +26.1% | +26.3% |
| 30D | -6.8% | +16.1% | -22.9% | -12.3% |
| 3M | -31.1% | +2.4% | -33.5% | -31.6% |
| 6M | -36.9% | +15.7% | -52.6% | -42.8% |
| YTD | -1.2% | +22.3% | -23.5% | -13.5% |
| 1Y | -12.5% | +13.9% | -26.4% | -20.6% |
| All | +318.0% | +54.5% | +263.5% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling