+1.8%
GLXY vs PFGC
-7.4%
+9.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.5% |
| 7D | +15.5% | -2.4% | +17.9% | +16.6% |
| 30D | +34.1% | -15.8% | +49.9% | +44.3% |
| 3M | -11.3% | -0.6% | -10.7% | -15.6% |
| 6M | +31.6% | +10.7% | +20.9% | +15.7% |
| YTD | +21.0% | +7.6% | +13.3% | +8.9% |
| All | +1.8% | -7.4% | +9.2% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling