+159.3%
GE vs PH
+801.7%
-642.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -9.5% | -10.8% | +1.3% | -2.4% |
| 3M | +4.1% | +8.5% | -4.3% | -1.7% |
| 6M | +3.9% | +3.9% | 0.0% | +1.0% |
| YTD | +9.0% | +9.4% | -0.4% | +2.5% |
| 1Y | +21.9% | +26.8% | -4.9% | +3.4% |
| 3Y | +281.8% | +140.8% | +141.0% | +105.0% |
| 5Y | +436.7% | +253.8% | +182.9% | +115.3% |
| All | +159.3% | +801.7% | -642.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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