-12.7%
PCG vs CORZ
+225.9%
-238.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.8% | -4.1% |
| 7D | +6.5% | +7.6% | -1.2% | +6.2% |
| 30D | -16.7% | -6.9% | -9.8% | -16.6% |
| 3M | -14.2% | -33.0% | +18.9% | -13.3% |
| 6M | -21.5% | +19.3% | -40.8% | -22.5% |
| YTD | -11.2% | +24.2% | -35.4% | -12.9% |
| 1Y | -4.2% | +24.5% | -28.7% | -6.4% |
| All | -12.7% | +225.9% | -238.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling