-55.2%
GLXY vs PFG
+46.8%
-102.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.1% | -21.1% | -18.6% |
| 7D | -26.8% | +4.9% | -31.7% | -28.5% |
| 30D | -38.3% | +5.7% | -44.0% | -40.0% |
| 3M | -36.9% | +2.6% | -39.5% | -38.0% |
| 6M | -52.1% | +19.8% | -71.9% | -58.1% |
| YTD | -37.5% | +36.3% | -73.8% | -51.7% |
| 1Y | -55.2% | +47.9% | -103.1% | -68.7% |
| All | -55.2% | +46.8% | -102.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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