+3.3%
PEP vs GE
+373.3%
-370.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | +6.7% | +0.5% | +6.1% | +6.6% |
| 30D | +13.5% | +1.7% | +11.8% | +13.4% |
| 3M | +3.9% | -17.3% | +21.2% | +4.7% |
| 6M | -6.0% | +10.1% | -16.1% | -6.7% |
| YTD | +2.5% | +2.6% | -0.1% | +2.0% |
| 1Y | +3.9% | +3.7% | +0.2% | +3.4% |
| 3Y | -4.7% | +268.3% | -273.0% | -18.5% |
| All | +3.3% | +373.3% | -370.0% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling