-55.2%
GLXY vs PEG
-6.2%
-49.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.6% | -17.6% | -17.0% |
| 7D | -26.8% | +1.0% | -27.9% | -27.1% |
| 30D | -38.3% | +6.6% | -44.9% | -39.5% |
| 3M | -36.9% | -3.1% | -33.8% | -35.8% |
| 6M | -52.1% | -7.4% | -44.7% | -50.4% |
| YTD | -37.5% | -6.4% | -31.1% | -36.6% |
| 1Y | -55.2% | -7.4% | -47.7% | -54.0% |
| All | -55.2% | -6.2% | -49.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling