+1,859.6%
GLW vs PFG
+960.1%
+899.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | -13.9% | -0.6% | -13.3% | -13.7% |
| 30D | -35.0% | +2.0% | -37.0% | -35.6% |
| 3M | -32.4% | -3.2% | -29.2% | -31.9% |
| 6M | -41.3% | +10.9% | -52.3% | -44.7% |
| YTD | +21.8% | +28.8% | -7.0% | +7.8% |
| 1Y | +21.8% | +39.2% | -17.3% | +4.6% |
| 3Y | +307.7% | +75.0% | +232.6% | +215.7% |
| 5Y | +213.7% | +91.9% | +121.8% | +131.4% |
| 10Y | +509.3% | +202.3% | +306.9% | +261.6% |
| All | +1,859.6% | +960.1% | +899.5% | +387.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling