+40.6%
GLW vs PCG
-14.1%
+54.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.7% | -6.0% |
| 7D | -9.5% | +1.9% | -11.4% | -9.8% |
| 30D | -25.5% | +8.5% | -34.0% | -26.5% |
| 3M | -25.6% | -22.9% | -2.7% | -23.3% |
| 6M | -25.5% | -16.8% | -8.7% | -25.8% |
| YTD | +36.4% | -15.8% | +52.1% | +46.4% |
| 1Y | +40.6% | -16.0% | +56.6% | +56.5% |
| All | +40.6% | -14.1% | +54.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling