+297.3%
GLW vs PCAR
+34.2%
+263.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.4% | -12.3% |
| 7D | -19.7% | +2.2% | -21.9% | -20.5% |
| 30D | -38.8% | -4.4% | -34.4% | -37.8% |
| 3M | -33.9% | -21.4% | -12.4% | -26.8% |
| 6M | -36.0% | -7.3% | -28.6% | -34.4% |
| YTD | +18.7% | -3.8% | +22.5% | +21.1% |
| 1Y | +19.8% | +6.3% | +13.5% | +18.4% |
| All | +297.3% | +34.2% | +263.1% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling