+420.1%
CORZ vs PPG
-16.0%
+436.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | +8.4% | -1.5% | +9.8% | +9.0% |
| 30D | -17.8% | -5.0% | -12.9% | -16.1% |
| 3M | -35.9% | +1.1% | -37.0% | -36.7% |
| 6M | +12.9% | -3.2% | +16.1% | +12.8% |
| YTD | +22.9% | +11.9% | +11.0% | +14.5% |
| 1Y | +31.4% | +5.3% | +26.0% | +25.9% |
| All | +420.1% | -16.0% | +436.1% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling