+5.8%
GLXY vs PNR
-41.9%
+47.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | -8.9% | -5.5% | -3.5% | -6.8% |
| 30D | +19.9% | -15.6% | +35.4% | +28.5% |
| 3M | -20.0% | -20.2% | +0.2% | -14.0% |
| 6M | +10.5% | -36.6% | +47.1% | +40.4% |
| YTD | +7.9% | -45.0% | +52.9% | +59.9% |
| 1Y | -7.5% | -47.4% | +40.0% | +41.6% |
| All | +5.8% | -41.9% | +47.8% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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