+40.0%
GLW vs PCOR
+1.3%
+38.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.1% |
| 7D | +7.7% | +3.0% | +4.7% | +8.8% |
| 30D | -18.8% | +38.7% | -57.5% | -7.5% |
| 3M | -27.7% | +24.9% | -52.6% | -19.5% |
| 6M | -44.4% | +68.8% | -113.2% | -29.0% |
| YTD | +31.3% | +6.7% | +24.6% | +65.9% |
| 1Y | +40.0% | +3.0% | +37.1% | +81.8% |
| All | +40.0% | +1.3% | +38.8% | +81.8% |
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