+342.1%
GLW vs PPL
+39.5%
+302.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +2.7% | +1.1% | +2.8% |
| 30D | -1.3% | +0.5% | -1.8% | -1.4% |
| 3M | -21.8% | +0.7% | -22.5% | -22.4% |
| 6M | +6.9% | -7.6% | +14.5% | +9.5% |
| YTD | +77.2% | +1.8% | +75.3% | +74.5% |
| 1Y | +123.2% | -0.8% | +124.0% | +121.9% |
| 3Y | +400.0% | +56.9% | +343.1% | +293.8% |
| All | +342.1% | +39.5% | +302.6% | +261.1% |
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