+269.8%
CORZ vs PTC
+8.9%
+260.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -17.5% | +0.7% | -18.2% | -17.5% |
| 3M | -39.5% | +32.6% | -72.1% | -42.9% |
| 6M | -44.5% | +33.6% | -78.1% | -47.3% |
| YTD | -12.6% | +12.4% | -25.1% | -9.3% |
| 1Y | -37.0% | +11.2% | -48.2% | -34.2% |
| All | +269.8% | +8.9% | +260.8% | +268.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling