+243.8%
GLW vs PPL
+48.1%
+195.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.3% | +9.5% | +9.3% |
| 7D | -5.9% | -1.2% | -4.7% | -5.6% |
| 30D | -26.0% | +4.2% | -30.2% | -27.2% |
| 3M | -29.9% | +1.5% | -31.4% | -30.4% |
| 6M | -37.8% | +1.0% | -38.8% | -38.3% |
| YTD | +33.1% | +4.4% | +28.7% | +29.7% |
| 1Y | +36.8% | +0.8% | +36.1% | +35.2% |
| 3Y | +356.1% | +56.5% | +299.6% | +260.1% |
| 5Y | +243.8% | +47.7% | +196.1% | +172.3% |
| All | +243.8% | +48.1% | +195.7% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling