+1,770.8%
GLW vs PAAS
+955.7%
+815.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.2% | -10.7% | -12.7% |
| 7D | -19.7% | -0.4% | -19.3% | -19.8% |
| 30D | -38.8% | -11.6% | -27.2% | -38.2% |
| 3M | -33.9% | -15.6% | -18.3% | -33.0% |
| 6M | -36.0% | -19.1% | -16.8% | -34.8% |
| YTD | +18.7% | -20.9% | +39.7% | +20.8% |
| 1Y | +19.8% | +21.3% | -1.5% | +18.0% |
| 3Y | +294.3% | +177.4% | +116.9% | +261.4% |
| 5Y | +205.7% | +71.3% | +134.4% | +186.0% |
| 10Y | +493.8% | +181.5% | +312.3% | +418.8% |
| All | +1,770.8% | +955.7% | +815.2% | +1,594.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling