+155.5%
GE vs PPL
+62.0%
+93.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +7.1% | +0.4% | +6.7% | +6.8% |
| 30D | +6.5% | +5.4% | +1.0% | +3.2% |
| 3M | -13.6% | +4.3% | -17.8% | -15.8% |
| 6M | +6.0% | -1.3% | +7.3% | +6.2% |
| YTD | +5.4% | +4.7% | +0.7% | +1.7% |
| 1Y | +6.5% | +1.3% | +5.2% | +4.7% |
| 3Y | +268.6% | +57.2% | +211.4% | +171.7% |
| 5Y | +389.0% | +48.2% | +340.8% | +270.3% |
| All | +155.5% | +62.0% | +93.5% | +70.5% |
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