+2,883.5%
GE vs PPL
+2,096.5%
+787.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.7% |
| 30D | -11.6% | +0.5% | -12.0% | -11.8% |
| 3M | +3.0% | +0.7% | +2.4% | +2.5% |
| 6M | -0.5% | -7.6% | +7.1% | +2.4% |
| YTD | +9.7% | +1.8% | +7.9% | +8.4% |
| 1Y | +20.0% | -0.8% | +20.8% | +19.7% |
| 3Y | +275.8% | +56.9% | +219.0% | +205.8% |
| 5Y | +429.1% | +39.5% | +389.6% | +351.3% |
| 10Y | +151.2% | +55.4% | +95.8% | +102.2% |
| All | +2,883.5% | +2,096.5% | +787.1% | +857.6% |
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