+127.5%
PM vs GEHC
+34.3%
+93.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.6% |
| 7D | -7.3% | +5.6% | -12.9% | -7.7% |
| 30D | -4.0% | +27.9% | -31.9% | -6.0% |
| 3M | +2.7% | +17.1% | -14.4% | +1.3% |
| 6M | +14.9% | +32.5% | -17.7% | +11.9% |
| YTD | +23.5% | +2.7% | +20.9% | +22.6% |
| 1Y | +30.4% | +15.3% | +15.1% | +28.2% |
| 3Y | +143.2% | +23.7% | +119.6% | +134.7% |
| All | +127.5% | +34.3% | +93.2% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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