+153.2%
GE vs PWR
+2,342.6%
-2,189.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -1.6% | +3.6% | -5.2% | -3.3% |
| 30D | -11.6% | -8.6% | -3.0% | -7.9% |
| 3M | +3.0% | -13.2% | +16.2% | +8.4% |
| 6M | -0.5% | +9.9% | -10.4% | -8.5% |
| YTD | +9.7% | +48.0% | -38.3% | -13.8% |
| 1Y | +20.0% | +66.2% | -46.1% | -12.2% |
| 3Y | +275.8% | +195.1% | +80.7% | +91.3% |
| 5Y | +429.1% | +442.6% | -13.5% | +80.6% |
| All | +153.2% | +2,342.6% | -2,189.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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