+43.4%
PH vs GLXY
-40.0%
+83.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.1% |
| 7D | +2.1% | -16.2% | +18.3% | +3.3% |
| 30D | +0.3% | -30.6% | +30.9% | +2.2% |
| 3M | -8.8% | -27.7% | +18.9% | -7.4% |
| 6M | +10.0% | -53.3% | +63.4% | +13.7% |
| YTD | +10.5% | -36.9% | +47.4% | +10.9% |
| 1Y | +15.5% | -55.6% | +71.1% | +18.0% |
| All | +43.4% | -40.0% | +83.3% | +43.2% |
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