+422.4%
GE vs PBR
+558.3%
-135.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.6% |
| 7D | -2.8% | +4.2% | -7.0% | -3.2% |
| 30D | -11.9% | +22.7% | -34.7% | -13.8% |
| 3M | +1.8% | +21.5% | -19.7% | -0.3% |
| 6M | -0.6% | +24.0% | -24.6% | -3.7% |
| YTD | +5.5% | +88.2% | -82.7% | -4.1% |
| 1Y | +15.0% | +74.8% | -59.9% | +5.6% |
| 3Y | +269.5% | +105.1% | +164.4% | +226.8% |
| 5Y | +422.4% | +572.2% | -149.8% | +228.2% |
| All | +422.4% | +558.3% | -135.9% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling