+867.9%
GLW vs PFGC
+287.3%
+580.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +16.9% | -3.7% | +20.6% | +17.9% |
| 30D | +7.0% | -16.0% | +22.9% | +11.5% |
| 3M | -3.0% | -4.1% | +1.2% | -2.4% |
| 6M | +31.0% | +8.7% | +22.3% | +27.4% |
| YTD | +93.4% | +6.4% | +87.1% | +88.8% |
| 1Y | +134.7% | -8.4% | +143.1% | +137.3% |
| 3Y | +471.8% | +61.8% | +410.0% | +398.4% |
| 5Y | +394.5% | +108.7% | +285.8% | +297.8% |
| 10Y | +867.9% | +298.1% | +569.8% | +597.7% |
| All | +867.9% | +287.3% | +580.6% | +597.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling