+2,689.6%
GE vs PPL
+2,170.9%
+518.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | +1.7% | +6.8% | -5.1% | -1.1% |
| 3M | -17.3% | +3.9% | -21.2% | -18.7% |
| 6M | +10.1% | -2.0% | +12.1% | +10.6% |
| YTD | +2.6% | +5.3% | -2.7% | -0.1% |
| 1Y | +3.7% | +2.2% | +1.5% | +2.2% |
| 3Y | +268.3% | +56.7% | +211.6% | +200.0% |
| 5Y | +376.2% | +49.1% | +327.1% | +295.0% |
| 10Y | +156.4% | +63.6% | +92.7% | +102.3% |
| All | +2,689.6% | +2,170.9% | +518.8% | +782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling