+410.2%
GLW vs PCG
-11.7%
+422.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.2% | +5.2% |
| 7D | +3.8% | -13.9% | +17.6% | +6.2% |
| 30D | -1.3% | -16.9% | +15.5% | +1.7% |
| 3M | -21.8% | -14.7% | -7.1% | -20.4% |
| 6M | +6.9% | -23.8% | +30.7% | +12.1% |
| YTD | +77.2% | -10.5% | +87.7% | +79.8% |
| 1Y | +123.2% | -5.1% | +128.4% | +123.2% |
| All | +410.2% | -11.7% | +422.0% | +405.5% |
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