+147.5%
GE vs PNR
+66.2%
+81.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.0% | -6.0% | +2.0% | -0.5% |
| 30D | -11.4% | -14.0% | +2.6% | -3.5% |
| 3M | -2.6% | -21.7% | +19.1% | +10.1% |
| 6M | -0.3% | -37.3% | +36.9% | +28.4% |
| YTD | +5.4% | -45.1% | +50.5% | +45.8% |
| 1Y | +15.5% | -49.1% | +64.7% | +67.2% |
| 3Y | +260.8% | -14.8% | +275.6% | +265.0% |
| 5Y | +421.6% | -21.0% | +442.7% | +441.2% |
| All | +147.5% | +66.2% | +81.3% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling