+463.3%
GLW vs PSA
+24.4%
+438.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +14.0% | -0.4% | +14.4% | +14.1% |
| 30D | +0.4% | -8.2% | +8.5% | +1.9% |
| 3M | -11.3% | -2.1% | -9.2% | -12.0% |
| 6M | +35.1% | -0.2% | +35.3% | +32.7% |
| YTD | +90.5% | +18.5% | +72.0% | +81.2% |
| 1Y | +132.0% | +6.6% | +125.4% | +124.8% |
| 3Y | +463.3% | +24.5% | +438.9% | +397.4% |
| All | +463.3% | +24.4% | +438.9% | +397.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling