+241.9%
CORZ vs PTC
+8.5%
+233.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -26.2% | +0.8% | -27.0% | -26.3% |
| 3M | -44.1% | +32.1% | -76.2% | -47.3% |
| 6M | -52.3% | +42.6% | -94.9% | -56.4% |
| YTD | -19.2% | +12.0% | -31.2% | -16.1% |
| 1Y | -42.9% | +12.2% | -55.0% | -40.8% |
| All | +241.9% | +8.5% | +233.4% | +241.0% |
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 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