+157.4%
GE vs PPL
+65.3%
+92.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +5.4% | 0.0% | +5.3% | +5.3% |
| 30D | +9.6% | +4.3% | +5.3% | +6.9% |
| 3M | -7.7% | +2.9% | -10.6% | -9.4% |
| 6M | +14.0% | +1.1% | +12.9% | +12.7% |
| YTD | +10.2% | +4.5% | +5.7% | +6.4% |
| 1Y | +8.9% | +0.1% | +8.8% | +7.8% |
| 3Y | +273.7% | +55.7% | +218.0% | +176.8% |
| 5Y | +410.2% | +47.6% | +362.6% | +286.7% |
| 10Y | +157.4% | +66.8% | +90.6% | +69.4% |
| All | +157.4% | +65.3% | +92.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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