+833.1%
GLW vs PNR
+66.6%
+766.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.4% |
| 7D | +11.7% | -5.5% | +17.2% | +15.1% |
| 30D | +2.7% | -15.6% | +18.2% | +12.1% |
| 3M | -2.8% | -20.2% | +17.4% | +8.3% |
| 6M | +20.2% | -36.6% | +56.8% | +52.8% |
| YTD | +87.3% | -45.0% | +132.3% | +156.0% |
| 1Y | +119.6% | -47.4% | +167.0% | +207.7% |
| 3Y | +453.7% | -13.7% | +467.4% | +465.6% |
| 5Y | +376.1% | -20.8% | +396.9% | +399.1% |
| All | +833.1% | +66.6% | +766.5% | +493.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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