+390.5%
GE vs PR
+225.0%
+165.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | +7.1% | -16.4% | +23.5% | +9.9% |
| 30D | +6.5% | -1.9% | +8.4% | +6.4% |
| 3M | -13.6% | +8.0% | -21.5% | -15.2% |
| 6M | +6.0% | +4.1% | +1.9% | +4.1% |
| YTD | +5.4% | +58.7% | -53.3% | -5.7% |
| 1Y | +6.5% | +75.8% | -69.4% | -7.0% |
| 3Y | +268.6% | +73.2% | +195.4% | +216.4% |
| All | +390.5% | +225.0% | +165.4% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling