+20.9%
GLW vs PFG
+38.1%
-17.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.5% |
| 7D | -13.9% | -0.6% | -13.3% | -13.6% |
| 30D | -35.0% | +2.0% | -37.0% | -34.4% |
| 3M | -32.4% | -3.2% | -29.2% | -32.3% |
| 6M | -41.3% | +10.9% | -52.3% | -43.4% |
| YTD | +21.8% | +28.8% | -7.0% | +5.9% |
| All | +20.9% | +38.1% | -17.3% | +2.5% |
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