+493.9%
GLW vs PCAR
+296.2%
+197.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.0% |
| 7D | -13.9% | +0.1% | -14.0% | -14.1% |
| 30D | -35.0% | -4.6% | -30.4% | -33.5% |
| 3M | -32.4% | -22.6% | -9.8% | -21.5% |
| 6M | -41.3% | -12.0% | -29.4% | -37.5% |
| YTD | +21.8% | -6.1% | +27.9% | +25.5% |
| 1Y | +21.8% | +6.3% | +15.5% | +16.4% |
| 3Y | +307.7% | +31.8% | +275.9% | +219.7% |
| 5Y | +213.7% | +104.2% | +109.5% | +75.7% |
| All | +493.9% | +296.2% | +197.6% | +140.1% |
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