+232.7%
GLW vs PH
+203.8%
+29.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +4.3% | +3.4% | +5.0% |
| 30D | -18.8% | +0.1% | -19.0% | -18.6% |
| 3M | -27.7% | -9.4% | -18.4% | -22.7% |
| 6M | -44.4% | +8.8% | -53.2% | -46.5% |
| YTD | +31.3% | +9.6% | +21.7% | +26.5% |
| 1Y | +40.0% | +14.4% | +25.6% | +32.0% |
| 3Y | +339.2% | +134.5% | +204.7% | +176.1% |
| All | +232.7% | +203.8% | +29.0% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling