+123.2%
GLW vs PCOR
-14.7%
+137.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.3% | +9.9% | +4.5% |
| 7D | +3.8% | -9.0% | +12.7% | +1.3% |
| 30D | -1.3% | +4.2% | -5.5% | +0.1% |
| 3M | -21.8% | +14.4% | -36.2% | -16.2% |
| 6M | +6.9% | +0.2% | +6.7% | +14.1% |
| YTD | +77.2% | -20.3% | +97.4% | +99.2% |
| 1Y | +123.2% | -16.1% | +139.4% | +153.2% |
| All | +123.2% | -14.7% | +137.9% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling