+370.3%
GE vs PSX
+1,139.4%
-769.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | +4.5% | -6.1% | -3.3% |
| 30D | -11.6% | +26.6% | -38.2% | -19.3% |
| 3M | +3.0% | +39.3% | -36.2% | -10.0% |
| 6M | -0.5% | +56.8% | -57.3% | -18.3% |
| YTD | +9.7% | +101.8% | -92.1% | -19.2% |
| 1Y | +20.0% | +99.6% | -79.6% | -11.8% |
| 3Y | +275.8% | +140.3% | +135.5% | +146.2% |
| 5Y | +429.1% | +339.3% | +89.7% | +153.1% |
| 10Y | +151.2% | +369.9% | -218.7% | +10.0% |
| All | +370.3% | +1,139.4% | -769.1% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling