+356.1%
GLW vs PEG
+33.8%
+322.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.3% | +5.9% | +7.4% |
| 7D | -5.9% | +0.9% | -6.8% | -6.3% |
| 30D | -26.0% | +3.8% | -29.8% | -27.6% |
| 3M | -29.9% | +0.1% | -30.0% | -30.0% |
| 6M | -37.8% | -1.0% | -36.8% | -37.9% |
| YTD | +33.1% | -4.1% | +37.3% | +35.0% |
| 1Y | +36.8% | -6.9% | +43.7% | +40.9% |
| 3Y | +356.1% | +35.6% | +320.4% | +313.2% |
| All | +356.1% | +33.8% | +322.2% | +313.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling