+10.0%
PEP vs GLXY
+7.0%
+3.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.8% | -1.5% |
| 7D | -1.7% | +4.5% | -6.2% | -1.5% |
| 30D | +0.3% | +28.8% | -28.5% | +1.0% |
| 3M | -3.2% | -23.0% | +19.8% | -3.2% |
| 6M | -13.6% | +17.0% | -30.6% | -13.0% |
| YTD | -1.9% | +12.5% | -14.3% | -1.6% |
| 1Y | -0.6% | -5.4% | +4.8% | -1.2% |
| All | +10.0% | +7.0% | +3.0% | +6.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling