+2,040.9%
GLW vs PFG
+1,003.0%
+1,038.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.2% | +7.6% |
| 7D | -5.9% | +2.3% | -8.2% | -6.6% |
| 30D | -26.0% | +7.6% | -33.6% | -28.2% |
| 3M | -29.9% | +2.5% | -32.4% | -30.9% |
| 6M | -37.8% | +16.6% | -54.4% | -42.4% |
| YTD | +33.1% | +34.1% | -0.9% | +16.1% |
| 1Y | +36.8% | +44.1% | -7.2% | +15.9% |
| 3Y | +356.1% | +86.3% | +269.8% | +244.8% |
| 5Y | +243.8% | +101.6% | +142.2% | +148.9% |
| 10Y | +542.4% | +197.9% | +344.5% | +283.2% |
| All | +2,040.9% | +1,003.0% | +1,038.0% | +425.1% |
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