+1,231.0%
GLW vs PBF
+278.8%
+952.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.6% | +6.6% |
| 7D | +1.4% | -4.0% | +5.4% | +2.1% |
| 30D | -18.2% | -18.0% | -0.2% | -16.0% |
| 3M | -24.2% | +0.9% | -25.1% | -24.5% |
| 6M | -41.7% | +65.7% | -107.4% | -46.1% |
| YTD | +38.3% | +161.9% | -123.6% | +17.6% |
| 1Y | +38.2% | +77.8% | -39.6% | +24.0% |
| 3Y | +363.4% | +74.9% | +288.5% | +300.0% |
| 5Y | +254.6% | +423.4% | -168.8% | +143.5% |
| 10Y | +562.0% | +255.2% | +306.8% | +302.9% |
| All | +1,231.0% | +278.8% | +952.2% | +664.1% |
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