+410.2%
GLW vs PTC
-3.9%
+414.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +5.9% |
| 7D | +3.8% | -10.3% | +14.0% | +4.2% |
| 30D | -1.3% | +1.1% | -2.5% | -1.8% |
| 3M | -21.8% | +1.6% | -23.4% | -21.1% |
| 6M | +6.9% | -13.5% | +20.4% | +12.2% |
| YTD | +77.2% | -19.1% | +96.2% | +89.5% |
| 1Y | +123.2% | -33.9% | +157.1% | +155.5% |
| All | +410.2% | -3.9% | +414.1% | +374.4% |
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