+40.6%
GLW vs PBR
+74.7%
-34.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.0% | +1.1% | -6.4% |
| 7D | -9.5% | -11.0% | +1.5% | -10.4% |
| 30D | -25.5% | -18.8% | -6.7% | -27.0% |
| 3M | -25.6% | +7.8% | -33.4% | -26.0% |
| 6M | -25.5% | -7.6% | -17.9% | -25.3% |
| YTD | +36.4% | +72.7% | -36.3% | +24.2% |
| 1Y | +40.6% | +72.9% | -32.3% | +28.5% |
| All | +40.6% | +74.7% | -34.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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