+493.9%
GLW vs PTC
+334.9%
+158.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -13.9% | -0.2% | -13.7% | -13.9% |
| 30D | -35.0% | +0.8% | -35.7% | -35.1% |
| 3M | -32.4% | +32.1% | -64.5% | -39.7% |
| 6M | -41.3% | +42.6% | -84.0% | -50.3% |
| YTD | +21.8% | +12.0% | +9.9% | +12.9% |
| 1Y | +21.8% | +12.2% | +9.7% | +12.8% |
| 3Y | +307.7% | +31.2% | +276.5% | +241.2% |
| 5Y | +213.7% | +54.9% | +158.8% | +137.2% |
| All | +493.9% | +334.9% | +158.9% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling