+554.2%
GLW vs PBF
+257.4%
+296.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | +15.5% | +3.8% | +11.7% | +15.0% |
| 30D | -19.6% | -22.2% | +2.6% | -16.8% |
| 3M | -28.5% | +1.3% | -29.8% | -28.8% |
| 6M | -39.5% | +69.0% | -108.5% | -44.2% |
| YTD | +37.2% | +166.5% | -129.3% | +16.4% |
| 1Y | +35.4% | +88.1% | -52.7% | +20.6% |
| 3Y | +359.7% | +77.9% | +281.7% | +295.7% |
| 5Y | +244.0% | +413.0% | -169.0% | +135.6% |
| All | +554.2% | +257.4% | +296.7% | +306.3% |
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