+18.6%
GLXY vs PNR
-40.0%
+58.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.8% |
| 7D | +15.5% | -3.0% | +18.5% | +16.9% |
| 30D | +34.1% | -14.9% | +49.0% | +43.3% |
| 3M | -11.3% | -19.0% | +7.7% | -4.4% |
| 6M | +31.6% | -35.9% | +67.5% | +68.4% |
| YTD | +21.0% | -43.1% | +64.1% | +76.7% |
| 1Y | +11.7% | -46.4% | +58.1% | +69.2% |
| All | +18.6% | -40.0% | +58.6% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling