+15.5%
GEHC vs PPL
+34.0%
-18.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.0% | +2.7% | -6.7% | -4.8% |
| 30D | -2.0% | +0.5% | -2.4% | -2.2% |
| 3M | +8.0% | +0.7% | +7.3% | +7.6% |
| 6M | -12.8% | -7.6% | -5.2% | -10.8% |
| YTD | -15.9% | +1.8% | -17.7% | -16.8% |
| 1Y | -6.9% | -0.8% | -6.2% | -7.2% |
| 3Y | 0.0% | +56.9% | -56.9% | -15.2% |
| All | +15.5% | +34.0% | -18.5% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling