+833.1%
GLW vs PBR
+703.7%
+129.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.3% | -3.6% |
| 7D | +11.7% | +4.2% | +7.5% | +10.7% |
| 30D | +2.7% | +22.7% | -20.1% | -1.9% |
| 3M | -2.8% | +21.5% | -24.3% | -7.2% |
| 6M | +20.2% | +24.0% | -3.8% | +13.4% |
| YTD | +87.3% | +88.2% | -1.0% | +60.8% |
| 1Y | +119.6% | +74.8% | +44.8% | +91.2% |
| 3Y | +453.7% | +105.1% | +348.5% | +356.9% |
| 5Y | +376.1% | +572.2% | -196.2% | +181.1% |
| All | +833.1% | +703.7% | +129.4% | +383.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling