-12.0%
PCG vs CORZ
+222.3%
-234.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -13.9% | +8.4% | -22.2% | -14.1% |
| 30D | -16.9% | -17.8% | +1.0% | -16.4% |
| 3M | -14.7% | -35.9% | +21.2% | -13.7% |
| 6M | -23.8% | +12.9% | -36.8% | -24.7% |
| YTD | -10.5% | +22.9% | -33.4% | -12.2% |
| 1Y | -5.1% | +31.4% | -36.5% | -7.6% |
| All | -12.0% | +222.3% | -234.4% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling