+390.5%
GE vs PPL
+47.9%
+342.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | +6.5% | +5.4% | +1.0% | +4.0% |
| 3M | -13.6% | +4.3% | -17.8% | -15.2% |
| 6M | +6.0% | -1.3% | +7.3% | +6.3% |
| YTD | +5.4% | +4.7% | +0.7% | +2.6% |
| 1Y | +6.5% | +1.3% | +5.2% | +5.2% |
| 3Y | +268.6% | +57.2% | +211.4% | +187.1% |
| All | +390.5% | +47.9% | +342.6% | +282.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling