+342.1%
GLW vs PBF
+772.7%
-430.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.8% |
| 7D | +3.8% | +4.3% | -0.5% | +3.5% |
| 30D | -1.3% | +22.0% | -23.3% | -2.8% |
| 3M | -21.8% | +74.5% | -96.3% | -24.8% |
| 6M | +6.9% | +67.7% | -60.8% | +2.3% |
| YTD | +77.2% | +179.2% | -102.0% | +61.4% |
| 1Y | +123.2% | +170.0% | -46.8% | +103.3% |
| 3Y | +400.0% | +66.4% | +333.6% | +357.2% |
| All | +342.1% | +772.7% | -430.5% | +249.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling