+178.4%
GLW vs PCOR
-10.3%
+188.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -13.9% | +22.7% | -36.7% | -15.9% |
| 30D | -35.0% | +37.5% | -72.5% | -37.2% |
| 3M | -32.4% | +35.2% | -67.5% | -35.0% |
| 6M | -41.3% | +42.2% | -83.6% | -44.3% |
| YTD | +21.8% | +3.6% | +18.3% | +21.3% |
| 1Y | +21.8% | -4.8% | +26.6% | +23.6% |
| 3Y | +307.7% | +48.3% | +259.3% | +268.0% |
| 5Y | +213.7% | -20.1% | +233.8% | +189.1% |
| All | +178.4% | -10.3% | +188.7% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling