+7.3%
PPL vs GLXY
-38.8%
+46.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +1.3% |
| 7D | -0.4% | +5.3% | -5.6% | -0.3% |
| 30D | +2.6% | -19.8% | +22.4% | +2.6% |
| 3M | +0.8% | -31.4% | +32.2% | +0.9% |
| 6M | +1.4% | -53.3% | +54.7% | +1.7% |
| YTD | +4.3% | -35.7% | +40.0% | +4.2% |
| 1Y | +0.8% | -47.2% | +48.0% | +0.6% |
| All | +7.3% | -38.8% | +46.1% | +6.9% |
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