-38.1%
GLXY vs PCOR
+6.6%
-44.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -16.2% | +20.7% | -36.9% | -19.6% |
| 30D | -30.6% | +35.7% | -66.3% | -35.8% |
| 3M | -27.7% | +31.1% | -58.8% | -32.6% |
| 6M | -53.3% | +43.1% | -96.5% | -57.4% |
| YTD | -36.9% | +4.8% | -41.7% | -33.8% |
| 1Y | -55.6% | -3.7% | -52.0% | -50.6% |
| All | -38.1% | +6.6% | -44.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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