+38.2%
GLW vs PCOR
-1.9%
+40.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.8% | +8.0% |
| 7D | +1.4% | +2.5% | -1.1% | +2.2% |
| 30D | -18.2% | +37.9% | -56.1% | -7.4% |
| 3M | -24.2% | +32.0% | -56.2% | -14.0% |
| 6M | -41.7% | +54.7% | -96.4% | -27.5% |
| YTD | +38.3% | +6.6% | +31.7% | +78.9% |
| 1Y | +38.2% | -1.7% | +39.9% | +93.3% |
| All | +38.2% | -1.9% | +40.1% | +93.3% |
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