+410.2%
GLW vs PCOR
-14.4%
+424.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.3% | +9.9% | +5.8% |
| 7D | +3.8% | -9.0% | +12.7% | +4.1% |
| 30D | -1.3% | +4.2% | -5.5% | -1.7% |
| 3M | -21.8% | +14.4% | -36.2% | -21.8% |
| 6M | +6.9% | +0.2% | +6.7% | +7.7% |
| YTD | +77.2% | -20.3% | +97.4% | +86.7% |
| 1Y | +123.2% | -16.1% | +139.4% | +132.0% |
| All | +410.2% | -14.4% | +424.6% | +411.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling