+149.4%
GLW vs PLTU
+126.1%
+23.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +11.1% | -1.9% | +8.1% |
| 7D | -5.9% | -11.7% | +5.8% | -4.7% |
| 30D | -26.0% | -36.9% | +10.9% | -22.9% |
| 3M | -29.9% | -10.9% | -19.0% | -29.6% |
| 6M | -37.8% | +18.0% | -55.8% | -40.6% |
| YTD | +33.1% | -39.0% | +72.2% | +33.9% |
| 1Y | +36.8% | -41.5% | +78.3% | +37.6% |
| All | +149.4% | +126.1% | +23.3% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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