-43.1%
GLXY vs PCOR
+5.6%
-48.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -28.4% | +23.7% | -52.1% | -31.9% |
| 30D | -41.4% | +39.0% | -80.4% | -46.2% |
| 3M | -31.9% | +35.8% | -67.7% | -37.3% |
| 6M | -57.2% | +38.2% | -95.4% | -60.5% |
| YTD | -41.9% | +3.9% | -45.9% | -39.0% |
| 1Y | -58.7% | +5.7% | -64.4% | -56.9% |
| All | -43.1% | +5.6% | -48.7% | -42.0% |
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