+2,780.0%
GE vs PPG
+2,625.9%
+154.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.6% |
| 7D | -1.2% | -3.7% | +2.5% | +0.8% |
| 30D | -11.3% | -7.2% | -4.1% | -7.7% |
| 3M | -1.4% | -7.3% | +5.9% | +2.2% |
| 6M | +1.2% | +0.3% | +1.0% | +0.5% |
| YTD | +5.9% | +6.5% | -0.6% | +1.2% |
| 1Y | +18.4% | +0.5% | +17.9% | +16.0% |
| 3Y | +271.0% | -15.3% | +286.3% | +289.1% |
| 5Y | +417.9% | -22.9% | +440.8% | +459.6% |
| 10Y | +152.0% | +28.4% | +123.6% | +103.6% |
| All | +2,780.0% | +2,625.9% | +154.1% | +452.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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