+39.3%
GEHC vs PPL
+37.3%
+2.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | +21.3% | +2.6% | +18.7% | +20.3% |
| 3M | +12.6% | +0.8% | +11.8% | +12.3% |
| 6M | +34.3% | +1.4% | +32.9% | +33.6% |
| YTD | +1.4% | +4.3% | -2.9% | -0.3% |
| 1Y | +12.5% | +0.8% | +11.7% | +11.8% |
| 3Y | +19.2% | +57.9% | -38.7% | +0.7% |
| All | +39.3% | +37.3% | +2.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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