+3,340.5%
GLW vs PPG
+3,036.2%
+304.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | +0.7% | +7.0% | +7.4% |
| 30D | -18.8% | +17.6% | -36.4% | -25.9% |
| 3M | -27.7% | +7.5% | -35.2% | -30.9% |
| 6M | -44.4% | +17.6% | -62.1% | -49.8% |
| YTD | +31.3% | +22.6% | +8.7% | +15.7% |
| 1Y | +40.0% | +28.0% | +12.0% | +20.4% |
| 3Y | +339.2% | +1.8% | +337.4% | +317.6% |
| 5Y | +229.2% | -15.5% | +244.7% | +238.2% |
| 10Y | +528.4% | +54.9% | +473.5% | +354.4% |
| All | +3,340.5% | +3,036.2% | +304.3% | +547.1% |
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