+444.5%
CORZ vs PPG
-18.1%
+462.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.7% |
| 7D | +16.6% | 0.0% | +16.5% | +16.4% |
| 30D | -10.9% | -7.8% | -3.1% | -7.9% |
| 3M | -31.0% | -2.2% | -28.8% | -30.9% |
| 6M | +26.0% | +4.1% | +21.9% | +22.3% |
| YTD | +28.6% | +9.1% | +19.6% | +21.1% |
| 1Y | +34.5% | +1.0% | +33.5% | +31.4% |
| All | +444.5% | -18.1% | +462.6% | +400.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling