+262.7%
GE vs PSX
+134.3%
+128.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -2.9% |
| 7D | -1.2% | +1.8% | -3.1% | -1.4% |
| 30D | -11.3% | +21.6% | -32.9% | -13.1% |
| 3M | -1.4% | +46.5% | -47.9% | -5.8% |
| 6M | +1.2% | +62.0% | -60.8% | -5.9% |
| YTD | +5.9% | +106.3% | -100.4% | -7.6% |
| 1Y | +18.4% | +103.0% | -84.6% | +3.2% |
| All | +262.7% | +134.3% | +128.5% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling