-34.1%
CORZ vs PTC
+10.5%
-44.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.8% |
| 30D | -17.5% | +0.7% | -18.2% | -17.4% |
| 3M | -39.5% | +32.6% | -72.1% | -36.8% |
| 6M | -44.5% | +33.6% | -78.1% | -38.4% |
| YTD | -12.6% | +12.4% | -25.1% | +1.1% |
| All | -34.1% | +10.5% | -44.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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