+307.7%
GLW vs PCG
-21.6%
+329.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.0% |
| 7D | -13.9% | -1.6% | -12.3% | -13.6% |
| 30D | -35.0% | +1.4% | -36.4% | -35.1% |
| 3M | -32.4% | -23.4% | -9.0% | -29.1% |
| 6M | -41.3% | -19.4% | -22.0% | -39.7% |
| YTD | +21.8% | -18.5% | +40.3% | +26.1% |
| 1Y | +21.8% | -19.5% | +41.4% | +26.5% |
| 3Y | +307.7% | -21.0% | +328.7% | +308.5% |
| All | +307.7% | -21.6% | +329.3% | +308.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling