+767.2%
GLW vs PCAR
+355.9%
+411.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | -0.5% | +4.3% | +4.1% |
| 30D | -1.3% | -6.2% | +4.9% | +2.7% |
| 3M | -21.8% | +5.9% | -27.7% | -24.9% |
| 6M | +6.9% | +0.4% | +6.5% | +6.8% |
| YTD | +77.2% | +14.8% | +62.3% | +62.8% |
| 1Y | +123.2% | +30.1% | +93.1% | +89.5% |
| 3Y | +400.0% | +66.7% | +333.3% | +240.8% |
| 5Y | +342.8% | +166.1% | +176.7% | +110.9% |
| All | +767.2% | +355.9% | +411.3% | +191.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling