+425.9%
CORZ vs PGR
+29.1%
+396.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.3% |
| 7D | +7.6% | -2.7% | +10.3% | +6.8% |
| 30D | -6.9% | +0.7% | -7.7% | -6.5% |
| 3M | -33.0% | +7.7% | -40.8% | -31.8% |
| 6M | +19.3% | +4.3% | +15.0% | +21.3% |
| YTD | +24.2% | +0.7% | +23.5% | +26.5% |
| 1Y | +24.5% | -5.7% | +30.2% | +28.3% |
| All | +425.9% | +29.1% | +396.8% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling