+32.6%
PCAR vs GLXY
+12.0%
+20.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.5% | +13.4% | -14.0% | -1.3% |
| 30D | -6.2% | +38.1% | -44.3% | -8.1% |
| 3M | +5.9% | -7.3% | +13.2% | +5.8% |
| 6M | +0.4% | +8.2% | -7.8% | -1.1% |
| YTD | +14.8% | +17.8% | -2.9% | +11.7% |
| 1Y | +30.1% | +14.9% | +15.2% | +26.3% |
| All | +32.6% | +12.0% | +20.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling