+244.0%
GLW vs PEP
+2.6%
+241.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +15.5% | -0.3% | +15.9% | +15.5% |
| 30D | -19.6% | +11.8% | -31.3% | -19.5% |
| 3M | -28.5% | +3.7% | -32.2% | -28.3% |
| 6M | -39.5% | -4.3% | -35.2% | -38.6% |
| YTD | +37.2% | +2.1% | +35.1% | +37.3% |
| 1Y | +35.4% | +2.5% | +32.9% | +35.3% |
| 3Y | +359.7% | -5.0% | +364.7% | +359.3% |
| 5Y | +244.0% | +2.9% | +241.1% | +217.1% |
| All | +244.0% | +2.6% | +241.4% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling