+542.4%
GLW vs PH
+778.3%
-235.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.0% | +6.6% |
| 7D | -5.9% | +3.0% | -8.9% | -7.3% |
| 30D | -26.0% | -0.6% | -25.4% | -25.4% |
| 3M | -29.9% | -10.7% | -19.1% | -24.2% |
| 6M | -37.8% | +9.1% | -46.8% | -40.3% |
| YTD | +33.1% | +9.5% | +23.6% | +28.1% |
| 1Y | +36.8% | +14.0% | +22.8% | +28.7% |
| 3Y | +356.1% | +138.9% | +217.2% | +170.3% |
| 5Y | +243.8% | +209.1% | +34.7% | +68.9% |
| 10Y | +542.4% | +737.3% | -194.9% | +79.1% |
| All | +542.4% | +778.3% | -235.9% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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