-9.2%
PG vs GLXY
+2.7%
-11.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.1% |
| 7D | -2.7% | -8.9% | +6.3% | -2.9% |
| 30D | -1.5% | +19.9% | -21.4% | -1.0% |
| 3M | -3.4% | -20.0% | +16.6% | -3.6% |
| 6M | -7.0% | +10.5% | -17.5% | -6.3% |
| YTD | +2.0% | +7.9% | -5.9% | +2.6% |
| 1Y | -6.5% | -7.5% | +1.0% | -6.4% |
| All | -9.2% | +2.7% | -11.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling