+211.5%
GLW vs PCOR
-10.0%
+221.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +19.7% | -25.5% | -7.7% |
| 7D | -9.5% | +21.8% | -31.3% | -11.4% |
| 30D | -25.5% | +39.5% | -65.0% | -28.2% |
| 3M | -25.6% | +35.2% | -60.8% | -28.5% |
| 6M | -25.5% | +21.7% | -47.2% | -27.4% |
| YTD | +36.4% | +3.9% | +32.4% | +35.7% |
| 1Y | +40.6% | +6.9% | +33.7% | +39.0% |
| 3Y | +352.8% | +44.8% | +308.0% | +310.8% |
| 5Y | +267.1% | -21.9% | +289.0% | +239.1% |
| All | +211.5% | -10.0% | +221.5% | +188.3% |
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 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