+199.1%
GE vs PM
+832.2%
-633.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.6% |
| 7D | +7.1% | -5.2% | +12.3% | +9.9% |
| 30D | +6.5% | +2.7% | +3.8% | +5.0% |
| 3M | -13.6% | +6.1% | -19.7% | -16.4% |
| 6M | +6.0% | +18.0% | -12.0% | -3.7% |
| YTD | +5.4% | +26.6% | -21.2% | -8.6% |
| 1Y | +6.5% | +36.7% | -30.2% | -11.4% |
| 3Y | +268.6% | +146.0% | +122.6% | +113.2% |
| 5Y | +389.0% | +164.1% | +225.0% | +165.5% |
| 10Y | +163.3% | +238.8% | -75.5% | +15.1% |
| All | +199.1% | +832.2% | -633.1% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling