-24.6%
PCG vs GLXY
-38.8%
+14.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.4% | +2.2% |
| 7D | +2.2% | +5.3% | -3.1% | +2.0% |
| 30D | +0.8% | -19.8% | +20.6% | +1.0% |
| 3M | -23.8% | -31.4% | +7.6% | -23.4% |
| 6M | -19.6% | -53.3% | +33.7% | -18.7% |
| YTD | -16.7% | -35.7% | +19.0% | -17.3% |
| 1Y | -19.4% | -47.2% | +27.8% | -19.3% |
| All | -24.6% | -38.8% | +14.2% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling