+14.9%
GLXY vs PFG
+51.4%
-36.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | +13.4% | +5.5% | +7.9% | +10.3% |
| 30D | +38.1% | +2.4% | +35.7% | +36.1% |
| 3M | -7.3% | +13.6% | -20.9% | -14.9% |
| 6M | +8.2% | +27.9% | -19.7% | -9.5% |
| YTD | +17.8% | +35.6% | -17.8% | -5.5% |
| 1Y | +14.9% | +48.5% | -33.5% | -10.3% |
| All | +14.9% | +51.4% | -36.4% | -10.3% |
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