+15.0%
GE vs PSX
+101.7%
-86.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.6% |
| 7D | -2.8% | +1.5% | -4.3% | -2.4% |
| 30D | -11.9% | +15.8% | -27.8% | -8.2% |
| 3M | +1.8% | +43.0% | -41.2% | +13.1% |
| 6M | -0.6% | +61.1% | -61.7% | +12.6% |
| YTD | +5.5% | +104.5% | -99.0% | +19.7% |
| 1Y | +15.0% | +102.5% | -87.6% | +29.4% |
| All | +15.0% | +101.7% | -86.7% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling