+157.4%
GE vs PM
+242.6%
-85.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +5.4% | -6.6% | +12.0% | +7.9% |
| 30D | +9.6% | -3.4% | +13.1% | +10.9% |
| 3M | -7.7% | +5.3% | -13.0% | -9.7% |
| 6M | +14.0% | +15.5% | -1.5% | +7.0% |
| YTD | +10.2% | +24.3% | -14.1% | -0.2% |
| 1Y | +8.9% | +29.7% | -20.8% | -3.1% |
| 3Y | +273.7% | +144.9% | +128.7% | +142.4% |
| 5Y | +410.2% | +159.0% | +251.2% | +216.0% |
| 10Y | +157.4% | +250.9% | -93.5% | +33.3% |
| All | +157.4% | +242.6% | -85.1% | +33.3% |
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