+1,604.9%
GLW vs PBF
+303.9%
+1,301.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.9% |
| 7D | +3.8% | +4.3% | -0.5% | +3.2% |
| 30D | -1.3% | +22.0% | -23.3% | -4.2% |
| 3M | -21.8% | +74.5% | -96.3% | -27.9% |
| 6M | +6.9% | +67.7% | -60.8% | -2.3% |
| YTD | +77.2% | +179.2% | -102.0% | +49.6% |
| 1Y | +123.2% | +170.0% | -46.8% | +88.0% |
| 3Y | +400.0% | +66.4% | +333.6% | +334.8% |
| 5Y | +342.8% | +764.5% | -421.7% | +178.5% |
| 10Y | +771.4% | +358.5% | +412.9% | +409.5% |
| All | +1,604.9% | +303.9% | +1,301.0% | +871.4% |
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