Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GLW vs PBR✓SelectedUSD · PBRGLW vs PBR performance historyLatest closeAs of+1.51%09/09
Stock and ETF performance explorer

GLW vs PBR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+394.5%
PBR return
+566.8%
Excess return
-172.4%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPBRExcessAlpha
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