+2,749.1%
GLW vs PFG
+1,015.3%
+1,733.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.3% |
| 7D | +3.8% | +5.5% | -1.8% | +1.4% |
| 30D | -1.3% | +2.4% | -3.7% | -2.5% |
| 3M | -21.8% | +13.6% | -35.4% | -26.7% |
| 6M | +6.9% | +27.9% | -21.0% | -4.5% |
| YTD | +77.2% | +35.6% | +41.6% | +54.1% |
| 1Y | +123.2% | +48.5% | +74.8% | +86.8% |
| 3Y | +400.0% | +66.9% | +333.1% | +295.9% |
| 5Y | +342.8% | +111.0% | +231.9% | +215.3% |
| 10Y | +771.4% | +244.5% | +526.9% | +393.4% |
| All | +2,749.1% | +1,015.3% | +1,733.8% | +597.4% |
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