+10.3%
GLXY vs PNR
-41.1%
+51.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.2% |
| 7D | +4.5% | -3.9% | +8.4% | +6.3% |
| 30D | +28.8% | -13.8% | +42.6% | +36.8% |
| 3M | -23.0% | -22.5% | -0.5% | -14.8% |
| 6M | +17.0% | -37.2% | +54.2% | +51.0% |
| YTD | +12.5% | -44.2% | +56.7% | +65.7% |
| 1Y | -5.4% | -46.6% | +41.3% | +43.9% |
| All | +10.3% | -41.1% | +51.4% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling