+42.0%
PH vs GLXY
-38.8%
+80.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +0.1% |
| 7D | +4.1% | +5.3% | -1.1% | +3.7% |
| 30D | -0.1% | -19.8% | +19.7% | +0.9% |
| 3M | -9.6% | -31.4% | +21.8% | -8.0% |
| 6M | +8.5% | -53.3% | +61.9% | +12.1% |
| YTD | +9.4% | -35.7% | +45.1% | +9.6% |
| 1Y | +14.2% | -47.2% | +61.4% | +15.5% |
| All | +42.0% | -38.8% | +80.8% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling