+212.6%
GLW vs PFGC
+121.6%
+91.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.2% |
| 7D | -13.9% | +8.5% | -22.5% | -16.5% |
| 30D | -35.0% | +15.0% | -50.0% | -38.3% |
| 3M | -32.4% | -6.2% | -26.2% | -31.4% |
| 6M | -41.3% | +15.7% | -57.1% | -45.2% |
| YTD | +21.8% | +19.6% | +2.3% | +12.2% |
| 1Y | +21.8% | +13.2% | +8.7% | +14.1% |
| 3Y | +307.7% | +77.0% | +230.7% | +222.7% |
| All | +212.6% | +121.6% | +91.0% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling