+22.2%
PM vs GLXY
-41.9%
+64.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.7% |
| 7D | -5.2% | -14.6% | +9.4% | -5.6% |
| 30D | +2.7% | -36.2% | +38.9% | +1.7% |
| 3M | +6.1% | -30.1% | +36.2% | +5.3% |
| 6M | +18.0% | -56.1% | +74.1% | +17.1% |
| YTD | +26.6% | -38.9% | +65.5% | +26.6% |
| 1Y | +36.7% | -55.0% | +91.7% | +34.6% |
| All | +22.2% | -41.9% | +64.1% | +20.9% |
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 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