0.0%
PG vs GE
+267.8%
-267.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -2.6% |
| 30D | -1.5% | -11.9% | +10.4% | -1.0% |
| 3M | -3.4% | +1.8% | -5.2% | -3.5% |
| 6M | -7.0% | -0.6% | -6.4% | -7.3% |
| YTD | +2.0% | +5.5% | -3.5% | +1.5% |
| 1Y | -6.5% | +15.0% | -21.4% | -7.2% |
| All | 0.0% | +267.8% | -267.8% | -9.1% |
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