+151.5%
GE vs PM
+196.3%
-44.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +1.2% | -1.3% | +2.4% | +1.6% |
| 30D | -9.5% | -2.6% | -7.0% | -8.8% |
| 3M | +4.1% | +5.8% | -1.7% | +1.4% |
| 6M | +3.9% | +10.6% | -6.6% | -1.2% |
| YTD | +9.0% | +17.2% | -8.1% | +1.1% |
| 1Y | +21.9% | +17.6% | +4.3% | +12.2% |
| 3Y | +281.8% | +124.3% | +157.5% | +157.5% |
| 5Y | +436.7% | +125.1% | +311.7% | +255.1% |
| 10Y | +151.5% | +198.6% | -47.1% | +38.1% |
| All | +151.5% | +196.3% | -44.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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