+359.0%
GLW vs PTC
+29.3%
+329.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +15.5% | +0.8% | +14.7% | +15.6% |
| 30D | -19.6% | +1.2% | -20.7% | -19.5% |
| 3M | -28.5% | +32.6% | -61.1% | -27.4% |
| 6M | -39.5% | +36.1% | -75.6% | -37.6% |
| YTD | +37.2% | +12.7% | +24.5% | +49.1% |
| 1Y | +35.4% | +10.2% | +25.3% | +48.4% |
| All | +359.0% | +29.3% | +329.7% | +330.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling