+342.1%
GLW vs PCAR
+168.1%
+174.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | -1.3% | -6.2% | +4.9% | +1.9% |
| 3M | -21.8% | +5.9% | -27.7% | -24.3% |
| 6M | +6.9% | +0.4% | +6.5% | +6.5% |
| YTD | +77.2% | +14.8% | +62.3% | +66.1% |
| 1Y | +123.2% | +30.1% | +93.1% | +97.7% |
| 3Y | +400.0% | +66.7% | +333.3% | +267.0% |
| All | +342.1% | +168.1% | +174.1% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling