+542.4%
GLW vs PBF
+299.9%
+242.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.4% | +5.9% | +8.8% |
| 7D | -5.9% | -7.4% | +1.5% | -4.8% |
| 30D | -26.0% | -17.5% | -8.5% | -24.1% |
| 3M | -29.9% | +13.1% | -43.0% | -31.3% |
| 6M | -37.8% | +72.6% | -110.4% | -42.7% |
| YTD | +33.1% | +161.2% | -128.1% | +13.2% |
| 1Y | +36.8% | +93.3% | -56.5% | +21.3% |
| 3Y | +356.1% | +80.7% | +275.4% | +291.4% |
| 5Y | +243.8% | +396.1% | -152.3% | +136.5% |
| 10Y | +542.4% | +252.3% | +290.1% | +299.5% |
| All | +542.4% | +299.9% | +242.5% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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