+204.1%
GLW vs PCOR
-9.0%
+213.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.8% | +9.1% |
| 7D | -5.9% | +22.2% | -28.1% | -7.9% |
| 30D | -26.0% | +36.0% | -62.0% | -28.5% |
| 3M | -29.9% | +34.0% | -63.9% | -32.5% |
| 6M | -37.8% | +43.5% | -81.3% | -40.9% |
| YTD | +33.1% | +5.1% | +28.0% | +32.3% |
| 1Y | +36.8% | -3.9% | +40.8% | +38.8% |
| 3Y | +356.1% | +52.9% | +303.2% | +310.2% |
| 5Y | +243.8% | -18.7% | +262.5% | +216.3% |
| All | +204.1% | -9.0% | +213.1% | +181.2% |
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 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