+40.6%
GLW vs PPG
+38.5%
+2.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -7.7% |
| 7D | -9.5% | +7.5% | -16.9% | -12.3% |
| 30D | -25.5% | +20.9% | -46.4% | -31.6% |
| 3M | -25.6% | +8.7% | -34.3% | -28.3% |
| 6M | -25.5% | +23.8% | -49.3% | -33.9% |
| YTD | +36.4% | +26.5% | +9.8% | +26.9% |
| 1Y | +40.6% | +37.6% | +3.0% | +31.5% |
| All | +40.6% | +38.5% | +2.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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