+7.7%
PPL vs GLXY
-41.9%
+49.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.5% |
| 7D | +0.4% | -14.6% | +15.0% | +0.4% |
| 30D | +5.4% | -36.2% | +41.6% | +5.5% |
| 3M | +4.3% | -30.1% | +34.4% | +4.3% |
| 6M | -1.3% | -56.1% | +54.8% | -1.1% |
| YTD | +4.7% | -38.9% | +43.6% | +4.5% |
| 1Y | +1.3% | -55.0% | +56.3% | +1.2% |
| All | +7.7% | -41.9% | +49.6% | +7.3% |
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