+1,072.7%
GLW vs PBF
+265.5%
+807.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | -13.9% | -13.8% | -0.2% | -12.1% |
| 30D | -35.0% | -19.6% | -15.4% | -33.2% |
| 3M | -32.4% | +10.3% | -42.6% | -33.5% |
| 6M | -41.3% | +63.4% | -104.8% | -45.7% |
| YTD | +21.8% | +152.6% | -130.8% | +4.1% |
| 1Y | +21.8% | +87.4% | -65.5% | +8.4% |
| 3Y | +307.7% | +63.3% | +244.4% | +255.2% |
| 5Y | +213.7% | +412.5% | -198.8% | +115.8% |
| 10Y | +509.3% | +282.5% | +226.8% | +266.1% |
| All | +1,072.7% | +265.5% | +807.2% | +576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling