+411.8%
GE vs PNR
-3.8%
+415.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +8.1% | +31.7% | -23.6% | -4.6% |
| 3M | -7.9% | +2.6% | -10.5% | -9.2% |
| 6M | +12.9% | -6.4% | +19.3% | +14.4% |
| YTD | +8.2% | -33.4% | +41.6% | +28.0% |
| 1Y | +9.7% | -35.1% | +44.7% | +31.3% |
| 3Y | +266.1% | +17.1% | +249.0% | +220.5% |
| All | +411.8% | -3.8% | +415.5% | +373.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling