+126.0%
GE vs PBR
+1,864.5%
-1,738.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.5% |
| 7D | +1.2% | +2.5% | -1.3% | +0.5% |
| 30D | -9.5% | +19.4% | -28.9% | -13.4% |
| 3M | +4.1% | +20.8% | -16.7% | -1.0% |
| 6M | +3.9% | +23.5% | -19.5% | -2.6% |
| YTD | +9.0% | +83.4% | -74.4% | -7.4% |
| 1Y | +21.9% | +77.6% | -55.6% | +4.2% |
| 3Y | +281.8% | +99.9% | +181.9% | +210.2% |
| 5Y | +436.7% | +567.7% | -131.0% | +209.1% |
| 10Y | +151.5% | +621.5% | -470.0% | +26.4% |
| All | +126.0% | +1,864.5% | -1,738.5% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling