-41.3%
GLW vs PTC
+43.9%
-85.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.7% |
| 7D | -13.9% | -0.2% | -13.7% | -14.0% |
| 30D | -35.0% | +0.8% | -35.7% | -34.8% |
| 3M | -32.4% | +32.1% | -64.5% | -24.1% |
| 6M | -41.3% | +42.6% | -84.0% | -25.8% |
| All | -41.3% | +43.9% | -85.2% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling