+769.5%
GLW vs PTC
+223.7%
+545.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +7.8% |
| 7D | +3.8% | -10.3% | +14.0% | +7.5% |
| 30D | -1.3% | +1.1% | -2.5% | -2.6% |
| 3M | -21.8% | +1.6% | -23.4% | -24.1% |
| 6M | +6.9% | -13.5% | +20.4% | +9.6% |
| YTD | +77.2% | -19.1% | +96.2% | +85.7% |
| 1Y | +123.2% | -33.9% | +157.1% | +154.3% |
| 3Y | +400.0% | -3.9% | +403.9% | +370.3% |
| 5Y | +342.8% | +6.0% | +336.8% | +288.1% |
| All | +769.5% | +223.7% | +545.8% | +352.5% |
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