+718.5%
GLW vs PFGC
+465.8%
+252.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | -13.9% | +8.5% | -22.5% | -16.0% |
| 30D | -35.0% | +15.0% | -50.0% | -37.6% |
| 3M | -32.4% | -6.2% | -26.2% | -31.8% |
| 6M | -41.3% | +15.7% | -57.1% | -44.2% |
| YTD | +21.8% | +19.6% | +2.3% | +15.0% |
| 1Y | +21.8% | +13.2% | +8.7% | +16.4% |
| 3Y | +307.7% | +77.0% | +230.7% | +246.8% |
| 5Y | +213.7% | +121.5% | +92.2% | +148.6% |
| 10Y | +509.3% | +354.5% | +154.7% | +320.3% |
| All | +718.5% | +465.8% | +252.7% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling