+562.0%
GLW vs PEG
+161.7%
+400.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +8.0% | +7.7% |
| 7D | +1.4% | +1.5% | 0.0% | +0.7% |
| 30D | -18.2% | +5.0% | -23.2% | -20.5% |
| 3M | -24.2% | -0.3% | -23.9% | -24.1% |
| 6M | -41.7% | -2.7% | -39.1% | -41.2% |
| YTD | +38.3% | -5.1% | +43.4% | +41.5% |
| 1Y | +38.2% | -8.3% | +46.4% | +44.0% |
| 3Y | +363.4% | +33.0% | +330.3% | +292.2% |
| 5Y | +254.6% | +41.3% | +213.3% | +185.6% |
| 10Y | +562.0% | +164.5% | +397.4% | +321.0% |
| All | +562.0% | +161.7% | +400.3% | +321.0% |
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