+123.2%
GLW vs PFGC
-5.1%
+128.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | -2.2% | +6.0% | +4.3% |
| 30D | -1.3% | -11.9% | +10.6% | +1.2% |
| 3M | -21.8% | +5.0% | -26.8% | -25.2% |
| 6M | +6.9% | +8.6% | -1.7% | -0.6% |
| YTD | +77.2% | +9.7% | +67.5% | +66.9% |
| 1Y | +123.2% | -6.3% | +129.5% | +103.7% |
| All | +123.2% | -5.1% | +128.3% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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