+76.5%
PWR vs GLXY
-32.0%
+108.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +13.2% | -8.9% | +1.4% |
| 7D | +4.7% | +14.3% | -9.6% | +1.9% |
| 30D | -12.5% | -19.6% | +7.1% | -9.5% |
| 3M | -9.3% | -20.7% | +11.3% | -6.7% |
| 6M | -22.2% | -49.6% | +27.4% | -15.3% |
| YTD | +44.2% | -28.6% | +72.7% | +46.8% |
| 1Y | +35.5% | -48.0% | +83.6% | +42.7% |
| All | +76.5% | -32.0% | +108.6% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling