+420.1%
CORZ vs PTC
-21.6%
+441.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +1.4% |
| 7D | +8.4% | -10.3% | +18.6% | +11.2% |
| 30D | -17.8% | +1.1% | -19.0% | -18.6% |
| 3M | -35.9% | +1.6% | -37.5% | -36.4% |
| 6M | +12.9% | -13.5% | +26.4% | +21.1% |
| YTD | +22.9% | -19.1% | +41.9% | +36.3% |
| 1Y | +31.4% | -33.9% | +65.2% | +64.9% |
| All | +420.1% | -21.6% | +441.6% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling