+8.6%
CORZ vs PPG
-0.6%
+9.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.5% |
| 7D | -3.0% | -5.1% | +2.2% | -1.8% |
| 30D | -12.1% | -9.6% | -2.5% | -10.0% |
| 3M | -32.4% | -6.4% | -26.0% | -31.7% |
| 6M | +12.4% | +0.5% | +11.8% | +10.3% |
| YTD | +19.3% | +4.4% | +14.9% | +20.0% |
| 1Y | +8.6% | -0.9% | +9.5% | +15.8% |
| All | +8.6% | -0.6% | +9.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling