+162.4%
GE vs PR
+66.7%
+95.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +3.9% |
| 7D | +6.3% | -12.4% | +18.6% | +8.0% |
| 30D | +8.9% | -6.6% | +15.4% | +9.6% |
| 3M | -9.2% | +7.5% | -16.7% | -10.5% |
| 6M | +13.2% | +10.8% | +2.4% | +10.7% |
| YTD | +9.4% | +57.0% | -47.6% | +1.4% |
| 1Y | +9.8% | +67.9% | -58.1% | +0.7% |
| 3Y | +278.2% | +87.6% | +190.6% | +238.0% |
| 5Y | +396.0% | +220.4% | +175.7% | +299.0% |
| 10Y | +162.4% | +64.8% | +97.5% | +108.1% |
| All | +162.4% | +66.7% | +95.7% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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