-19.9%
PCG vs CORZ
+111.9%
-131.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.1% |
| 7D | -1.6% | -11.2% | +9.7% | -1.2% |
| 30D | +1.4% | -26.2% | +27.6% | +2.4% |
| 3M | -23.4% | -44.1% | +20.7% | -21.9% |
| 6M | -19.4% | -52.3% | +32.9% | -17.7% |
| YTD | -18.5% | -19.2% | +0.7% | -18.8% |
| 1Y | -19.5% | -42.9% | +23.3% | -18.8% |
| All | -19.9% | +111.9% | -131.8% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling