-36.9%
GLXY vs PFG
+46.9%
-83.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.5% |
| 7D | +5.3% | +2.4% | +2.9% | +4.2% |
| 30D | -19.8% | +5.9% | -25.7% | -22.1% |
| 3M | -31.4% | -0.4% | -30.9% | -31.6% |
| 6M | -53.3% | +14.8% | -68.2% | -57.3% |
| YTD | -35.7% | +31.9% | -67.6% | -45.8% |
| 1Y | -47.2% | +38.8% | -86.0% | -56.5% |
| All | -36.9% | +46.9% | -83.9% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling