+132.0%
GLW vs PBF
+176.6%
-44.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.3% | +4.3% | +7.6% |
| 7D | +14.0% | +2.4% | +11.6% | +14.0% |
| 30D | +0.4% | +24.9% | -24.5% | +0.8% |
| 3M | -11.3% | +81.9% | -93.2% | -9.5% |
| 6M | +35.1% | +79.4% | -44.3% | +36.9% |
| YTD | +90.5% | +188.3% | -97.8% | +87.0% |
| 1Y | +132.0% | +177.3% | -45.2% | +134.6% |
| All | +132.0% | +176.6% | -44.5% | +134.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling