+3,159.9%
PEP vs GE
+2,981.7%
+178.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -1.4% | -1.6% | +0.2% | -1.1% |
| 30D | +0.2% | -11.6% | +11.8% | +2.8% |
| 3M | -1.1% | +3.0% | -4.1% | -2.1% |
| 6M | -13.5% | -0.5% | -13.0% | -14.2% |
| YTD | -1.2% | +9.7% | -10.9% | -4.4% |
| 1Y | -1.6% | +20.0% | -21.6% | -6.9% |
| 3Y | -12.5% | +275.8% | -288.4% | -38.4% |
| 5Y | +3.0% | +429.1% | -426.0% | -34.5% |
| 10Y | +73.9% | +151.2% | -77.3% | +23.4% |
| All | +3,159.9% | +2,981.7% | +178.3% | +359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling