+3,524.4%
GLW vs PSA
+15,943.7%
-12,419.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | -18.2% | +16.2% | -34.4% | -22.9% |
| 3M | -24.2% | +4.3% | -28.5% | -25.7% |
| 6M | -41.7% | +9.9% | -51.6% | -44.5% |
| YTD | +38.3% | +33.3% | +5.0% | +23.0% |
| 1Y | +38.2% | +25.8% | +12.4% | +25.4% |
| 3Y | +363.4% | +54.8% | +308.6% | +281.3% |
| 5Y | +254.6% | +27.5% | +227.0% | +208.5% |
| 10Y | +562.0% | +134.5% | +427.4% | +347.3% |
| All | +3,524.4% | +15,943.7% | -12,419.3% | +944.0% |
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