+147.5%
GE vs PBR
+697.0%
-549.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -4.0% | +5.4% | -9.4% | -5.2% |
| 30D | -11.4% | +22.9% | -34.3% | -15.9% |
| 3M | -2.6% | +19.6% | -22.3% | -7.4% |
| 6M | -0.3% | +16.5% | -16.8% | -5.5% |
| YTD | +5.4% | +86.7% | -81.3% | -12.0% |
| 1Y | +15.5% | +74.7% | -59.2% | -2.0% |
| 3Y | +260.8% | +102.6% | +158.2% | +186.5% |
| 5Y | +421.6% | +566.6% | -144.9% | +174.7% |
| All | +147.5% | +697.0% | -549.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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