+171.3%
GLW vs PCOR
-10.0%
+181.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -19.7% | +23.7% | -43.4% | -21.6% |
| 30D | -38.8% | +39.0% | -77.8% | -41.0% |
| 3M | -33.9% | +35.8% | -69.6% | -36.5% |
| 6M | -36.0% | +38.2% | -74.2% | -38.9% |
| YTD | +18.7% | +3.9% | +14.8% | +18.2% |
| 1Y | +19.8% | +5.7% | +14.1% | +18.7% |
| 3Y | +294.3% | +44.8% | +249.5% | +257.7% |
| 5Y | +205.7% | -19.8% | +225.5% | +181.7% |
| All | +171.3% | -10.0% | +181.3% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling