+212.6%
GLW vs PSA
+30.3%
+182.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -13.9% | +3.9% | -17.8% | -14.8% |
| 30D | -35.0% | +19.7% | -54.7% | -38.1% |
| 3M | -32.4% | +4.3% | -36.6% | -33.2% |
| 6M | -41.3% | +11.4% | -52.7% | -43.7% |
| YTD | +21.8% | +33.9% | -12.1% | +10.9% |
| 1Y | +21.8% | +28.3% | -6.4% | +12.1% |
| 3Y | +307.7% | +53.5% | +254.2% | +242.5% |
| All | +212.6% | +30.3% | +182.3% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling