+526.0%
GLW vs PFG
+184.0%
+342.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.6% |
| 7D | +7.7% | +2.4% | +5.4% | +6.5% |
| 30D | -18.8% | +5.9% | -24.7% | -21.3% |
| 3M | -27.7% | -0.4% | -27.3% | -28.1% |
| 6M | -44.4% | +14.8% | -59.3% | -49.6% |
| YTD | +31.3% | +31.9% | -0.6% | +9.6% |
| 1Y | +40.0% | +38.8% | +1.2% | +13.7% |
| 3Y | +339.2% | +82.4% | +256.8% | +199.9% |
| 5Y | +229.2% | +94.7% | +134.5% | +111.0% |
| All | +526.0% | +184.0% | +342.0% | +199.6% |
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