+2.1%
PG vs CORZ
+223.2%
-221.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.7% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +0.8% | -14.0% | +14.9% | +0.5% |
| 3M | -1.3% | -34.1% | +32.8% | -2.0% |
| 6M | -3.8% | +8.5% | -12.3% | -3.5% |
| YTD | +3.6% | +23.2% | -19.6% | +4.3% |
| 1Y | -5.7% | +15.4% | -21.1% | -5.2% |
| All | +2.1% | +223.2% | -221.2% | +4.4% |
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