+542.4%
GLW vs PFGC
+360.0%
+182.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.3% | +8.3% |
| 7D | -5.9% | +10.8% | -16.7% | -8.6% |
| 30D | -26.0% | +17.8% | -43.8% | -29.3% |
| 3M | -29.9% | -2.7% | -27.2% | -29.9% |
| 6M | -37.8% | +20.0% | -57.8% | -41.3% |
| YTD | +33.1% | +24.3% | +8.8% | +24.4% |
| 1Y | +36.8% | +13.2% | +23.6% | +30.8% |
| 3Y | +356.1% | +85.9% | +270.2% | +282.1% |
| 5Y | +243.8% | +141.0% | +102.8% | +165.8% |
| 10Y | +542.4% | +370.6% | +171.8% | +351.3% |
| All | +542.4% | +360.0% | +182.4% | +351.3% |
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