+119.6%
GLW vs PBR
+80.2%
+39.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.3% | -3.1% |
| 7D | +11.7% | +4.2% | +7.5% | +11.7% |
| 30D | +2.7% | +22.7% | -20.1% | +2.8% |
| 3M | -2.8% | +21.5% | -24.3% | -2.6% |
| 6M | +20.2% | +24.0% | -3.8% | +16.5% |
| YTD | +87.3% | +88.2% | -1.0% | +70.6% |
| 1Y | +119.6% | +74.8% | +44.8% | +101.0% |
| All | +119.6% | +80.2% | +39.4% | +101.0% |
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