+132.0%
GLW vs PFGC
-8.4%
+140.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +7.9% |
| 7D | +14.0% | -2.4% | +16.4% | +14.6% |
| 30D | +0.4% | -15.8% | +16.1% | +4.0% |
| 3M | -11.3% | -0.6% | -10.7% | -13.5% |
| 6M | +35.1% | +10.7% | +24.4% | +24.8% |
| YTD | +90.5% | +7.6% | +82.9% | +80.2% |
| 1Y | +132.0% | -7.8% | +139.8% | +112.2% |
| All | +132.0% | -8.4% | +140.4% | +112.2% |
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