+281.7%
CORZ vs PTC
+9.3%
+272.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | -7.8% | +1.3% | -9.1% | -8.0% |
| 30D | -14.8% | +1.1% | -15.9% | -14.9% |
| 3M | -32.5% | +30.1% | -62.6% | -35.9% |
| 6M | -42.7% | +34.0% | -76.7% | -45.6% |
| YTD | -9.8% | +12.8% | -22.6% | -6.4% |
| 1Y | -31.9% | +10.7% | -42.7% | -28.6% |
| All | +281.7% | +9.3% | +272.4% | +280.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling