+2,883.5%
GE vs PH
+25,185.5%
-22,302.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.1% |
| 30D | -11.6% | -3.2% | -8.3% | -10.3% |
| 3M | +3.0% | +10.6% | -7.6% | -2.1% |
| 6M | -0.5% | -2.1% | +1.6% | +0.5% |
| YTD | +9.7% | +10.2% | -0.4% | +4.7% |
| 1Y | +20.0% | +28.2% | -8.2% | +6.0% |
| 3Y | +275.8% | +134.9% | +141.0% | +144.5% |
| 5Y | +429.1% | +253.6% | +175.4% | +180.2% |
| 10Y | +151.2% | +804.7% | -653.6% | -13.9% |
| All | +2,883.5% | +25,185.5% | -22,302.0% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling