-36.9%
GLXY vs PNR
-29.7%
-7.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | -19.8% | +31.7% | -51.5% | -29.2% |
| 3M | -31.4% | +2.6% | -34.0% | -32.8% |
| 6M | -53.3% | -6.4% | -46.9% | -52.9% |
| YTD | -35.7% | -33.4% | -2.3% | -12.8% |
| 1Y | -47.2% | -35.1% | -12.1% | -27.0% |
| All | -36.9% | -29.7% | -7.2% | -16.1% |
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