+32.8%
PM vs GLXY
-53.6%
+86.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.4% | +1.1% |
| 7D | +0.5% | +5.3% | -4.7% | +0.6% |
| 30D | -3.2% | -19.8% | +16.6% | -3.4% |
| 3M | +6.2% | -31.4% | +37.6% | +5.8% |
| 6M | +7.7% | -53.3% | +61.0% | +8.5% |
| YTD | +27.3% | -35.7% | +63.0% | +28.1% |
| 1Y | +32.8% | -47.2% | +80.0% | +32.9% |
| All | +32.8% | -53.6% | +86.4% | +32.9% |
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