+562.0%
GLW vs PPL
+65.2%
+496.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.9% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | -18.2% | +3.0% | -21.2% | -19.7% |
| 3M | -24.2% | +1.1% | -25.3% | -24.9% |
| 6M | -41.7% | -0.8% | -40.9% | -42.0% |
| YTD | +38.3% | +3.5% | +34.8% | +34.1% |
| 1Y | +38.2% | -0.9% | +39.1% | +36.8% |
| 3Y | +363.4% | +54.2% | +309.2% | +253.5% |
| 5Y | +254.6% | +46.3% | +208.3% | +175.4% |
| 10Y | +562.0% | +65.0% | +496.9% | +359.2% |
| All | +562.0% | +65.2% | +496.7% | +359.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling