+421.5%
CORZ vs PGR
+30.3%
+391.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.1% |
| 30D | -14.0% | +4.9% | -19.0% | -12.7% |
| 3M | -34.1% | +7.6% | -41.7% | -32.8% |
| 6M | +8.5% | +8.3% | +0.2% | +10.8% |
| YTD | +23.2% | +1.7% | +21.5% | +25.8% |
| 1Y | +15.4% | -6.8% | +22.2% | +19.7% |
| All | +421.5% | +30.3% | +391.2% | +311.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling