+867.9%
GLW vs PSA
+98.4%
+769.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | +16.9% | -2.2% | +19.1% | +17.7% |
| 30D | +7.0% | -9.6% | +16.5% | +10.6% |
| 3M | -3.0% | -7.9% | +4.9% | -1.0% |
| 6M | +31.0% | -2.0% | +33.0% | +30.5% |
| YTD | +93.4% | +15.7% | +77.7% | +81.4% |
| 1Y | +134.7% | +5.8% | +129.0% | +126.5% |
| 3Y | +471.8% | +21.6% | +450.2% | +410.1% |
| 5Y | +394.5% | +13.1% | +381.3% | +343.7% |
| 10Y | +867.9% | +101.3% | +766.7% | +564.8% |
| All | +867.9% | +98.4% | +769.5% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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