+526.0%
GLW vs PCAR
+288.5%
+237.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | +7.7% | +4.9% | +2.8% | +4.9% |
| 30D | -18.8% | -1.4% | -17.4% | -18.3% |
| 3M | -27.7% | -18.1% | -9.6% | -18.8% |
| 6M | -44.4% | -4.0% | -40.4% | -43.7% |
| YTD | +31.3% | -1.5% | +32.7% | +31.6% |
| 1Y | +40.0% | +13.2% | +26.9% | +28.9% |
| 3Y | +339.2% | +35.8% | +303.4% | +238.6% |
| 5Y | +229.2% | +114.6% | +114.5% | +78.2% |
| All | +526.0% | +288.5% | +237.4% | +132.5% |
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 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