+769.5%
GLW vs PEP
+74.1%
+695.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +6.0% |
| 7D | +3.8% | -1.4% | +5.2% | +4.4% |
| 30D | -1.3% | +0.2% | -1.6% | -1.7% |
| 3M | -21.8% | -1.1% | -20.7% | -23.0% |
| 6M | +6.9% | -13.5% | +20.4% | +12.7% |
| YTD | +77.2% | -1.2% | +78.3% | +73.7% |
| 1Y | +123.2% | -1.6% | +124.8% | +117.5% |
| 3Y | +400.0% | -12.5% | +412.5% | +407.9% |
| 5Y | +342.8% | +3.0% | +339.8% | +292.5% |
| All | +769.5% | +74.1% | +695.4% | +477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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