-23.8%
PDD vs SONY
+11.4%
-35.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -0.7% |
| 7D | -4.1% | -5.2% | +1.0% | -1.3% |
| 30D | -13.1% | +0.3% | -13.4% | -13.4% |
| 3M | -3.5% | +6.2% | -9.7% | -7.3% |
| 6M | -21.8% | +9.5% | -31.3% | -26.3% |
| YTD | -29.7% | -8.1% | -21.6% | -27.0% |
| 1Y | -36.2% | -17.9% | -18.3% | -29.8% |
| 3Y | -16.4% | +41.5% | -57.9% | -41.1% |
| 5Y | -23.8% | +11.8% | -35.7% | -33.6% |
| All | -23.8% | +11.4% | -35.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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