+40.6%
GLW vs PPL
+1.0%
+39.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.9% | -5.8% |
| 7D | -9.5% | +1.8% | -11.3% | -9.5% |
| 30D | -25.5% | +8.4% | -33.9% | -26.1% |
| 3M | -25.6% | +2.4% | -28.0% | -25.8% |
| 6M | -25.5% | -4.0% | -21.5% | -25.1% |
| YTD | +36.4% | +4.5% | +31.9% | +34.4% |
| 1Y | +40.6% | +1.7% | +38.9% | +44.3% |
| All | +40.6% | +1.0% | +39.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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