-7.8%
PG vs GLXY
+3.8%
-11.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | -0.8% | -7.3% | +6.5% | -1.0% |
| 30D | +0.8% | +15.7% | -14.9% | +1.3% |
| 3M | -1.3% | -26.7% | +25.3% | -1.8% |
| 6M | -3.8% | +13.7% | -17.5% | -3.1% |
| YTD | +3.6% | +9.1% | -5.5% | +4.3% |
| 1Y | -5.7% | -15.5% | +9.8% | -5.6% |
| All | -7.8% | +3.8% | -11.6% | -7.6% |
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