+211.5%
GE vs PM
+752.6%
-541.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +2.0% |
| 7D | -1.6% | -4.9% | +3.3% | +0.7% |
| 30D | -11.6% | -3.4% | -8.2% | -10.2% |
| 3M | +3.0% | +5.2% | -2.2% | -0.4% |
| 6M | -0.5% | +3.7% | -4.2% | -4.2% |
| YTD | +9.7% | +15.8% | -6.0% | -0.4% |
| 1Y | +20.0% | +17.4% | +2.7% | +7.4% |
| 3Y | +275.8% | +116.9% | +158.9% | +132.0% |
| 5Y | +429.1% | +117.3% | +311.8% | +219.4% |
| 10Y | +151.2% | +193.8% | -42.6% | +18.9% |
| All | +211.5% | +752.6% | -541.2% | -31.1% |
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 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