+151.2%
GE vs PSX
+364.5%
-213.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.1% |
| 7D | +5.1% | +6.4% | -1.3% | +2.5% |
| 30D | +7.6% | -10.2% | +17.7% | +11.6% |
| 3M | -9.3% | +17.2% | -26.5% | -15.9% |
| 6M | +11.5% | +51.8% | -40.2% | -8.2% |
| YTD | +7.9% | +108.0% | -100.1% | -24.4% |
| 1Y | +7.6% | +96.1% | -88.5% | -22.8% |
| 3Y | +265.9% | +155.9% | +110.0% | +121.7% |
| 5Y | +405.9% | +306.9% | +99.0% | +128.2% |
| All | +151.2% | +364.5% | -213.3% | -4.1% |
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