+132.0%
GLW vs PFG
+48.9%
+83.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.5% |
| 7D | +14.0% | +6.0% | +8.0% | +14.1% |
| 30D | +0.4% | +2.2% | -1.9% | +0.3% |
| 3M | -11.3% | +10.4% | -21.7% | -12.9% |
| 6M | +35.1% | +27.8% | +7.3% | +24.5% |
| YTD | +90.5% | +33.6% | +56.9% | +71.8% |
| 1Y | +132.0% | +49.3% | +82.7% | +109.7% |
| All | +132.0% | +48.9% | +83.1% | +109.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling