+837.6%
GLW vs PFG
+239.4%
+598.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +8.3% |
| 7D | +14.0% | +6.0% | +8.0% | +10.2% |
| 30D | +0.4% | +2.2% | -1.9% | -1.2% |
| 3M | -11.3% | +10.4% | -21.7% | -17.3% |
| 6M | +35.1% | +27.8% | +7.3% | +15.8% |
| YTD | +90.5% | +33.6% | +56.9% | +58.7% |
| 1Y | +132.0% | +49.3% | +82.7% | +81.2% |
| 3Y | +463.3% | +69.7% | +393.6% | +302.3% |
| 5Y | +382.5% | +111.3% | +271.1% | +196.6% |
| 10Y | +837.6% | +240.3% | +597.4% | +315.7% |
| All | +837.6% | +239.4% | +598.2% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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