+17.6%
PM vs GLXY
+13.9%
+3.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | -1.3% | +15.5% | -16.7% | -1.2% |
| 30D | -2.6% | +34.1% | -36.7% | -2.4% |
| 3M | +5.8% | -11.3% | +17.1% | +6.5% |
| 6M | +10.6% | +31.6% | -21.0% | +10.2% |
| YTD | +17.2% | +21.0% | -3.8% | +18.4% |
| 1Y | +17.6% | +11.7% | +6.0% | +13.5% |
| All | +17.6% | +13.9% | +3.7% | +13.5% |
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 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