+2,864.0%
GE vs PNR
+3,553.7%
-689.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.4% |
| 7D | +1.2% | -3.0% | +4.2% | +2.4% |
| 30D | -9.5% | -14.9% | +5.4% | -3.8% |
| 3M | +4.1% | -19.0% | +23.2% | +11.8% |
| 6M | +3.9% | -35.9% | +39.9% | +22.2% |
| YTD | +9.0% | -43.1% | +52.2% | +33.6% |
| 1Y | +21.9% | -46.4% | +68.3% | +52.7% |
| 3Y | +281.8% | -10.8% | +292.6% | +287.2% |
| 5Y | +436.7% | -18.9% | +455.6% | +455.5% |
| 10Y | +151.5% | +64.4% | +87.1% | +99.3% |
| All | +2,864.0% | +3,553.7% | -689.8% | +1,093.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling