+161.0%
GLW vs PBR
+1,797.5%
-1,636.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.2% |
| 7D | +3.8% | +8.6% | -4.8% | +1.4% |
| 30D | -1.3% | +12.8% | -14.1% | -4.8% |
| 3M | -21.8% | +14.7% | -36.5% | -25.0% |
| 6M | +6.9% | +25.2% | -18.3% | -0.9% |
| YTD | +77.2% | +77.1% | 0.0% | +49.9% |
| 1Y | +123.2% | +69.6% | +53.7% | +90.4% |
| 3Y | +400.0% | +95.6% | +304.4% | +301.5% |
| 5Y | +342.8% | +501.8% | -158.9% | +146.8% |
| 10Y | +771.4% | +640.6% | +130.8% | +287.4% |
| All | +161.0% | +1,797.5% | -1,636.5% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling