+3,012.0%
GLW vs PPL
+2,170.9%
+841.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.8% | -13.7% | -13.2% |
| 7D | -19.7% | +1.0% | -20.8% | -20.1% |
| 30D | -38.8% | +6.8% | -45.6% | -40.4% |
| 3M | -33.9% | +3.9% | -37.7% | -34.9% |
| 6M | -36.0% | -2.0% | -33.9% | -35.9% |
| YTD | +18.7% | +5.3% | +13.5% | +15.6% |
| 1Y | +19.8% | +2.2% | +17.6% | +17.7% |
| 3Y | +294.3% | +56.7% | +237.6% | +226.6% |
| 5Y | +205.7% | +49.1% | +156.7% | +156.9% |
| 10Y | +493.8% | +63.6% | +430.1% | +373.2% |
| All | +3,012.0% | +2,170.9% | +841.1% | +915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling