+526.0%
GLW vs PCG
-76.0%
+602.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.5% |
| 7D | +7.7% | +2.2% | +5.6% | +7.5% |
| 30D | -18.8% | +0.8% | -19.6% | -18.9% |
| 3M | -27.7% | -23.8% | -3.9% | -25.9% |
| 6M | -44.4% | -19.6% | -24.8% | -43.4% |
| YTD | +31.3% | -16.7% | +48.0% | +33.2% |
| 1Y | +40.0% | -19.4% | +59.4% | +42.5% |
| 3Y | +339.2% | -18.3% | +357.5% | +344.5% |
| 5Y | +229.2% | +10.4% | +218.8% | +222.9% |
| All | +526.0% | -76.0% | +602.0% | +544.3% |
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