+521.8%
GLW vs PCG
-76.4%
+598.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -11.1% | -0.5% | -10.7% | -11.1% |
| 30D | -28.4% | +0.8% | -29.2% | -28.5% |
| 3M | -28.8% | -22.0% | -6.8% | -27.2% |
| 6M | -39.8% | -17.1% | -22.7% | -38.9% |
| YTD | +28.7% | -16.9% | +45.6% | +30.7% |
| 1Y | +27.7% | -19.1% | +46.8% | +29.9% |
| 3Y | +331.3% | -19.4% | +350.8% | +337.2% |
| 5Y | +233.4% | +9.0% | +224.4% | +227.5% |
| 10Y | +521.8% | -76.2% | +597.9% | +541.6% |
| All | +521.8% | -76.4% | +598.1% | +541.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling