+4,542.6%
GLW vs PSA
+14,185.7%
-9,643.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | +3.8% | -3.7% | +7.4% | +5.2% |
| 30D | -1.3% | -7.7% | +6.4% | +1.4% |
| 3M | -21.8% | -0.6% | -21.2% | -22.5% |
| 6M | +6.9% | -0.9% | +7.8% | +6.5% |
| YTD | +77.2% | +18.7% | +58.5% | +64.9% |
| 1Y | +123.2% | +7.6% | +115.6% | +114.6% |
| 3Y | +400.0% | +23.7% | +376.3% | +348.0% |
| 5Y | +342.8% | +13.7% | +329.1% | +302.3% |
| 10Y | +771.4% | +98.9% | +672.5% | +526.1% |
| All | +4,542.6% | +14,185.7% | -9,643.2% | +1,300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling