+322.1%
CORZ vs PFGC
+56.2%
+265.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +23.5% | +3.4% | +20.1% | +22.3% |
| 30D | +7.5% | +16.9% | -9.4% | +1.0% |
| 3M | -26.6% | +6.4% | -33.0% | -28.2% |
| 6M | -39.5% | +16.0% | -55.5% | -45.1% |
| YTD | -0.3% | +23.6% | -23.9% | -12.9% |
| 1Y | -4.2% | +16.6% | -20.8% | -14.0% |
| All | +322.1% | +56.2% | +265.8% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling