-38.1%
GLXY vs PFGC
+26.0%
-64.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -16.2% | +15.0% | -31.2% | -18.0% |
| 30D | -30.6% | +17.0% | -47.6% | -33.3% |
| 3M | -27.7% | -2.5% | -25.3% | -25.0% |
| 6M | -53.3% | +19.2% | -72.5% | -57.8% |
| YTD | -36.9% | +23.4% | -60.3% | -44.1% |
| 1Y | -55.6% | +13.9% | -69.5% | -59.0% |
| All | -38.1% | +26.0% | -64.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling