+3.2%
PEP vs GLXY
-48.5%
+51.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.2% | -13.0% | +1.1% |
| 7D | +1.1% | +14.3% | -13.2% | +2.1% |
| 30D | +13.6% | -19.6% | +33.3% | +13.0% |
| 3M | +5.1% | -20.7% | +25.8% | +4.7% |
| 6M | -1.6% | -49.6% | +48.0% | -3.0% |
| YTD | +3.3% | -28.6% | +31.9% | +3.1% |
| 1Y | +3.2% | -48.0% | +51.3% | +1.8% |
| All | +3.2% | -48.5% | +51.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling