+152.0%
GE vs PPL
+67.2%
+84.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.5% |
| 7D | +2.7% | -0.4% | +3.0% | +2.9% |
| 30D | +8.1% | +2.6% | +5.4% | +6.4% |
| 3M | -7.9% | +0.8% | -8.7% | -8.4% |
| 6M | +12.9% | +1.4% | +11.5% | +11.3% |
| YTD | +8.2% | +4.3% | +3.9% | +4.5% |
| 1Y | +9.7% | +0.8% | +8.9% | +8.1% |
| 3Y | +266.1% | +57.9% | +208.2% | +168.8% |
| 5Y | +407.4% | +48.3% | +359.1% | +283.3% |
| All | +152.0% | +67.2% | +84.8% | +66.2% |
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