-36.4%
GLXY vs PTC
+14.3%
-50.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.2% |
| 7D | -0.5% | +0.8% | -1.4% | -0.6% |
| 30D | -28.6% | +0.7% | -29.4% | -28.7% |
| 3M | -28.1% | +32.6% | -60.7% | -30.3% |
| 6M | -52.0% | +33.6% | -85.6% | -52.3% |
| YTD | -35.1% | +12.4% | -47.5% | -29.9% |
| 1Y | -54.0% | +11.2% | -65.2% | -49.9% |
| All | -36.4% | +14.3% | -50.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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