-40.1%
GLXY vs PCOR
+5.3%
-45.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | -14.6% | +22.7% | -37.4% | -18.6% |
| 30D | -36.2% | +37.5% | -73.6% | -41.2% |
| 3M | -30.1% | +35.2% | -65.3% | -35.6% |
| 6M | -56.1% | +42.2% | -98.3% | -60.0% |
| YTD | -38.9% | +3.6% | -42.5% | -35.8% |
| 1Y | -55.0% | -4.8% | -50.3% | -49.9% |
| All | -40.1% | +5.3% | -45.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling