+622.6%
GLW vs PSKY
-85.2%
+707.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.2% | -4.2% |
| 7D | -15.8% | -24.6% | +8.8% | -13.9% |
| 30D | -8.1% | -36.1% | +28.1% | -4.9% |
| 3M | +49.6% | -54.8% | +104.4% | +54.7% |
| 6M | +49.6% | -54.8% | +104.4% | +54.7% |
| YTD | +49.6% | -54.8% | +104.4% | +54.7% |
| 1Y | +53.5% | -58.4% | +111.9% | +60.8% |
| 3Y | +394.9% | -40.7% | +435.6% | +353.5% |
| 5Y | +294.2% | -80.0% | +374.2% | +339.9% |
| All | +622.6% | -85.2% | +707.8% | +542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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