+3,012.0%
GLW vs PCG
+88.9%
+2,923.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.3% | -11.6% | -12.7% |
| 7D | -19.7% | 0.0% | -19.7% | -19.7% |
| 30D | -38.8% | +5.8% | -44.6% | -39.3% |
| 3M | -33.9% | -22.8% | -11.1% | -31.7% |
| 6M | -36.0% | -18.4% | -17.6% | -34.6% |
| YTD | +18.7% | -16.9% | +35.6% | +21.1% |
| 1Y | +19.8% | -17.6% | +37.4% | +22.2% |
| 3Y | +294.3% | -20.0% | +314.3% | +301.6% |
| 5Y | +205.7% | +16.0% | +189.7% | +194.7% |
| 10Y | +493.8% | -76.7% | +570.4% | +519.2% |
| All | +3,012.0% | +88.9% | +2,923.1% | +1,399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling