+15.5%
GLXY vs PFGC
+11.9%
+3.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +13.4% | -2.2% | +15.6% | +14.5% |
| 30D | +38.1% | -11.9% | +50.0% | +45.4% |
| 3M | -7.3% | +5.0% | -12.3% | -13.8% |
| 6M | +8.2% | +8.6% | -0.4% | -1.8% |
| YTD | +17.8% | +9.7% | +8.1% | +6.7% |
| 1Y | +14.9% | -6.3% | +21.2% | +11.4% |
| All | +15.5% | +11.9% | +3.6% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling