+394.5%
GLW vs PNR
-20.5%
+414.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | +16.9% | -3.9% | +20.8% | +18.9% |
| 30D | +7.0% | -13.8% | +20.8% | +14.1% |
| 3M | -3.0% | -22.5% | +19.6% | +8.2% |
| 6M | +31.0% | -37.2% | +68.1% | +62.0% |
| YTD | +93.4% | -44.2% | +137.6% | +151.8% |
| 1Y | +134.7% | -46.6% | +181.4% | +211.9% |
| 3Y | +471.8% | -12.5% | +484.3% | +486.0% |
| 5Y | +394.5% | -19.3% | +413.8% | +410.8% |
| All | +394.5% | -20.5% | +414.9% | +410.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling