+40.6%
GLW vs PCAR
+12.4%
+28.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.9% | -8.1% |
| 7D | -9.5% | +3.7% | -13.1% | -11.5% |
| 30D | -25.5% | -2.9% | -22.5% | -24.3% |
| 3M | -25.6% | -21.7% | -3.9% | -12.2% |
| 6M | -25.5% | -6.6% | -18.9% | -24.6% |
| YTD | +36.4% | -2.2% | +38.6% | +37.8% |
| 1Y | +40.6% | +12.2% | +28.4% | +35.5% |
| All | +40.6% | +12.4% | +28.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling