-41.3%
CORZ vs PGR
+21.4%
-62.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.5% | -12.9% | -8.2% |
| 7D | -14.9% | +4.1% | -19.0% | -11.6% |
| 30D | -23.1% | +10.4% | -33.6% | -16.0% |
| 3M | -44.1% | +11.4% | -55.5% | -37.9% |
| 6M | -39.5% | +17.9% | -57.4% | -28.3% |
| YTD | -12.4% | +9.8% | -22.1% | -0.3% |
| 1Y | -41.3% | +19.3% | -60.6% | -23.1% |
| All | -41.3% | +21.4% | -62.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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