+3,273.8%
GLW vs PEP
+3,314.9%
-41.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.7% |
| 7D | -11.1% | +4.6% | -15.7% | -12.5% |
| 30D | -28.4% | +14.0% | -42.4% | -31.6% |
| 3M | -28.8% | +5.4% | -34.2% | -30.5% |
| 6M | -39.8% | -5.1% | -34.7% | -40.0% |
| YTD | +28.7% | +3.1% | +25.6% | +24.8% |
| 1Y | +27.7% | +4.8% | +22.9% | +23.0% |
| 3Y | +331.3% | -4.1% | +335.5% | +320.7% |
| 5Y | +233.4% | +3.0% | +230.5% | +216.2% |
| 10Y | +521.8% | +89.6% | +432.2% | +388.7% |
| All | +3,273.8% | +3,314.9% | -41.1% | +852.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling