+5.8%
GLXY vs PPG
-3.9%
+9.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.1% |
| 7D | -8.9% | -5.1% | -3.8% | -6.6% |
| 30D | +19.9% | -9.6% | +29.4% | +25.7% |
| 3M | -20.0% | -6.4% | -13.5% | -17.9% |
| 6M | +10.5% | +0.5% | +10.0% | +9.1% |
| YTD | +7.9% | +4.4% | +3.5% | +2.3% |
| 1Y | -7.5% | -0.9% | -6.6% | -9.6% |
| All | +5.8% | -3.9% | +9.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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