+562.0%
GLW vs PCAR
+290.1%
+271.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.0% |
| 7D | +1.4% | +2.2% | -0.8% | +0.3% |
| 30D | -18.2% | +0.3% | -18.5% | -18.5% |
| 3M | -24.2% | -17.9% | -6.3% | -14.9% |
| 6M | -41.7% | -3.4% | -38.3% | -41.1% |
| YTD | +38.3% | -0.1% | +38.4% | +37.5% |
| 1Y | +38.2% | +13.4% | +24.8% | +27.1% |
| 3Y | +363.4% | +37.2% | +326.2% | +255.2% |
| 5Y | +254.6% | +117.3% | +137.2% | +90.6% |
| 10Y | +562.0% | +295.0% | +267.0% | +143.4% |
| All | +562.0% | +290.1% | +271.8% | +143.4% |
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