-8.8%
PCG vs CORZ
+237.5%
-246.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +3.5% |
| 7D | +5.4% | +16.6% | -11.1% | +4.8% |
| 30D | -15.1% | -10.9% | -4.3% | -14.8% |
| 3M | -9.8% | -31.0% | +21.2% | -9.0% |
| 6M | -18.0% | +26.0% | -44.1% | -19.3% |
| YTD | -7.2% | +28.6% | -35.9% | -9.1% |
| 1Y | +2.9% | +34.5% | -31.6% | +0.1% |
| All | -8.8% | +237.5% | -246.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling