+119.6%
GLW vs PNR
-47.3%
+166.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.6% |
| 7D | +11.7% | -5.5% | +17.2% | +14.2% |
| 30D | +2.7% | -15.6% | +18.2% | +9.9% |
| 3M | -2.8% | -20.2% | +17.4% | +7.4% |
| 6M | +20.2% | -36.6% | +56.8% | +53.0% |
| YTD | +87.3% | -45.0% | +132.3% | +149.9% |
| 1Y | +119.6% | -47.4% | +167.0% | +201.5% |
| All | +119.6% | -47.3% | +166.9% | +201.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling