+394.5%
GLW vs PBR
+566.8%
-172.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +16.9% | +0.3% | +16.5% | +16.8% |
| 30D | +7.0% | +17.5% | -10.5% | +4.7% |
| 3M | -3.0% | +20.9% | -23.9% | -5.6% |
| 6M | +31.0% | +20.2% | +10.7% | +26.7% |
| YTD | +93.4% | +84.3% | +9.1% | +75.1% |
| 1Y | +134.7% | +77.1% | +57.6% | +113.4% |
| 3Y | +471.8% | +100.8% | +371.0% | +405.5% |
| 5Y | +394.5% | +556.1% | -161.7% | +241.1% |
| All | +394.5% | +566.8% | -172.4% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling