+4,968.6%
GLW vs PNR
+3,485.2%
+1,483.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | +16.9% | -3.9% | +20.8% | +18.7% |
| 30D | +7.0% | -13.8% | +20.8% | +13.5% |
| 3M | -3.0% | -22.5% | +19.6% | +6.9% |
| 6M | +31.0% | -37.2% | +68.1% | +58.0% |
| YTD | +93.4% | -44.2% | +137.6% | +144.5% |
| 1Y | +134.7% | -46.6% | +181.4% | +202.2% |
| 3Y | +471.8% | -12.5% | +484.3% | +486.7% |
| 5Y | +394.5% | -19.3% | +413.8% | +415.3% |
| 10Y | +867.9% | +67.5% | +800.5% | +632.3% |
| All | +4,968.6% | +3,485.2% | +1,483.4% | +1,760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling