+8.9%
GE vs PNR
-31.2%
+40.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.9% |
| 7D | +9.4% | +11.9% | -2.5% | +6.6% |
| 30D | +7.5% | +37.1% | -29.6% | +0.1% |
| 3M | -12.5% | +5.7% | -18.2% | -13.9% |
| 6M | +17.8% | -5.7% | +23.5% | +18.7% |
| YTD | +7.4% | -29.8% | +37.2% | +13.7% |
| 1Y | +8.9% | -31.8% | +40.7% | +15.9% |
| All | +8.9% | -31.2% | +40.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling