+382.5%
GLW vs PEG
+38.2%
+344.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.8% | +7.2% |
| 7D | +14.0% | +1.0% | +13.0% | +13.5% |
| 30D | +0.4% | -1.9% | +2.2% | +1.3% |
| 3M | -11.3% | -3.7% | -7.7% | -10.1% |
| 6M | +35.1% | -9.4% | +44.5% | +41.4% |
| YTD | +90.5% | -6.0% | +96.5% | +95.5% |
| 1Y | +132.0% | -4.4% | +136.4% | +135.7% |
| 3Y | +463.3% | +33.5% | +429.8% | +391.8% |
| 5Y | +382.5% | +35.7% | +346.8% | +303.5% |
| All | +382.5% | +38.2% | +344.3% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling