+3,340.5%
GLW vs PNC
+3,908.5%
-568.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.5% |
| 7D | +7.7% | +3.1% | +4.7% | +6.5% |
| 30D | -18.8% | +7.6% | -26.5% | -21.3% |
| 3M | -27.7% | -8.1% | -19.6% | -25.1% |
| 6M | -44.4% | +12.6% | -57.0% | -47.4% |
| YTD | +31.3% | +15.0% | +16.3% | +23.2% |
| 1Y | +40.0% | +30.4% | +9.6% | +24.7% |
| 3Y | +339.2% | +116.1% | +223.1% | +213.3% |
| 5Y | +229.2% | +37.5% | +191.7% | +179.3% |
| 10Y | +528.4% | +205.1% | +323.3% | +278.6% |
| All | +3,340.5% | +3,908.5% | -568.0% | +566.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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