-3.4%
PEP vs GE
+267.3%
-270.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +2.9% | +2.7% | +0.2% | +3.0% |
| 30D | +12.5% | +8.1% | +4.4% | +12.8% |
| 3M | +4.5% | -7.9% | +12.4% | +4.2% |
| 6M | -0.5% | +12.9% | -13.4% | -0.1% |
| YTD | +4.4% | +8.2% | -3.8% | +4.8% |
| 1Y | +4.4% | +9.7% | -5.3% | +4.8% |
| 3Y | -3.4% | +266.1% | -269.5% | -2.3% |
| All | -3.4% | +267.3% | -270.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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