+147.5%
GE vs PSX
+386.4%
-239.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -4.0% | +1.7% | -5.7% | -4.7% |
| 30D | -11.4% | +15.6% | -27.0% | -16.6% |
| 3M | -2.6% | +46.5% | -49.1% | -17.5% |
| 6M | -0.3% | +55.0% | -55.3% | -18.9% |
| YTD | +5.4% | +105.3% | -99.9% | -25.0% |
| 1Y | +15.5% | +101.6% | -86.1% | -17.6% |
| 3Y | +260.8% | +134.1% | +126.6% | +129.7% |
| 5Y | +421.6% | +368.7% | +53.0% | +118.8% |
| All | +147.5% | +386.4% | -239.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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