+404.9%
CORZ vs PPG
-21.6%
+426.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -3.0% | -5.1% | +2.2% | -0.9% |
| 30D | -12.1% | -9.6% | -2.5% | -8.5% |
| 3M | -32.4% | -6.4% | -26.0% | -31.0% |
| 6M | +12.4% | +0.5% | +11.8% | +10.7% |
| YTD | +19.3% | +4.4% | +14.9% | +14.3% |
| 1Y | +8.6% | -0.9% | +9.5% | +6.7% |
| All | +404.9% | -21.6% | +426.5% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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