-7.5%
GLXY vs PNR
-47.3%
+39.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | -8.9% | -5.5% | -3.5% | -6.7% |
| 30D | +19.9% | -15.6% | +35.4% | +28.6% |
| 3M | -20.0% | -20.2% | +0.2% | -14.1% |
| 6M | +10.5% | -36.6% | +47.1% | +43.2% |
| YTD | +7.9% | -45.0% | +52.9% | +69.5% |
| 1Y | -7.5% | -47.4% | +40.0% | +57.3% |
| All | -7.5% | -47.3% | +39.8% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling