+38.0%
PEG vs SONY
+8.8%
+29.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -6.9% | +13.3% | -20.2% | -8.8% |
| 6M | -11.4% | +8.5% | -19.9% | -12.8% |
| YTD | -7.4% | -8.1% | +0.7% | -6.5% |
| 1Y | -8.3% | -17.9% | +9.6% | -5.8% |
| 3Y | +31.5% | +41.4% | -9.9% | +22.6% |
| 5Y | +38.0% | +9.3% | +28.7% | +26.4% |
| All | +38.0% | +8.8% | +29.2% | +26.4% |
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