+867.9%
GLW vs PEG
+139.0%
+728.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.2% |
| 7D | +16.9% | -0.1% | +17.0% | +16.9% |
| 30D | +7.0% | -1.7% | +8.7% | +8.0% |
| 3M | -3.0% | -6.8% | +3.8% | +0.4% |
| 6M | +31.0% | -11.4% | +42.3% | +39.2% |
| YTD | +93.4% | -7.2% | +100.6% | +100.3% |
| 1Y | +134.7% | -6.1% | +140.9% | +141.2% |
| 3Y | +471.8% | +31.8% | +440.0% | +386.7% |
| 5Y | +394.5% | +35.6% | +358.9% | +307.9% |
| 10Y | +867.9% | +148.7% | +719.2% | +526.3% |
| All | +867.9% | +139.0% | +728.9% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling