+4,542.6%
GLW vs PPG
+2,762.5%
+1,780.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.8% |
| 7D | +3.8% | -1.5% | +5.2% | +4.6% |
| 30D | -1.3% | -5.0% | +3.6% | +1.4% |
| 3M | -21.8% | +1.1% | -22.9% | -23.0% |
| 6M | +6.9% | -3.2% | +10.1% | +8.2% |
| YTD | +77.2% | +11.9% | +65.3% | +64.9% |
| 1Y | +123.2% | +5.3% | +117.9% | +113.1% |
| 3Y | +400.0% | -15.0% | +415.0% | +425.7% |
| 5Y | +342.8% | -19.6% | +362.4% | +368.6% |
| 10Y | +771.4% | +27.0% | +744.3% | +601.4% |
| All | +4,542.6% | +2,762.5% | +1,780.1% | +822.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling