+3,012.0%
GLW vs PCAR
+12,836.9%
-9,824.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.4% | -12.2% |
| 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% | -26.9% |
| 6M | -36.0% | -7.3% | -28.6% | -34.2% |
| YTD | +18.7% | -3.8% | +22.5% | +20.4% |
| 1Y | +19.8% | +6.3% | +13.5% | +16.2% |
| 3Y | +294.3% | +34.4% | +259.9% | +237.1% |
| 5Y | +205.7% | +109.2% | +96.5% | +113.8% |
| 10Y | +493.8% | +312.9% | +180.9% | +214.0% |
| All | +3,012.0% | +12,836.9% | -9,824.9% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling