-41.3%
GLW vs PFG
+10.8%
-52.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +1.4% |
| 7D | -13.9% | -0.6% | -13.3% | -13.4% |
| 30D | -35.0% | +2.0% | -37.0% | -32.7% |
| 3M | -32.4% | -3.2% | -29.2% | -34.6% |
| 6M | -41.3% | +10.9% | -52.3% | -33.8% |
| All | -41.3% | +10.8% | -52.2% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling