+420.1%
CORZ vs PFGC
+38.6%
+381.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +8.4% | -2.2% | +10.6% | +9.4% |
| 30D | -17.8% | -11.9% | -5.9% | -13.5% |
| 3M | -35.9% | +5.0% | -40.9% | -39.7% |
| 6M | +12.9% | +8.6% | +4.3% | +4.1% |
| YTD | +22.9% | +9.7% | +13.2% | +12.5% |
| 1Y | +31.4% | -6.3% | +37.6% | +30.6% |
| All | +420.1% | +38.6% | +381.4% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling