+38.2%
GLW vs PPL
-1.1%
+39.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.4% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | -18.2% | +3.0% | -21.2% | -18.4% |
| 3M | -24.2% | +1.1% | -25.3% | -24.3% |
| 6M | -41.7% | -0.8% | -40.9% | -41.7% |
| YTD | +38.3% | +3.5% | +34.8% | +36.5% |
| 1Y | +38.2% | -0.9% | +39.1% | +41.5% |
| All | +38.2% | -1.1% | +39.3% | +41.5% |
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