+2,878.2%
PEG vs SONY
+516.6%
+2,361.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.4% |
| 7D | +1.0% | -5.2% | +6.2% | +1.9% |
| 30D | -1.9% | +0.3% | -2.2% | -2.0% |
| 3M | -3.7% | +6.2% | -9.9% | -4.8% |
| 6M | -9.4% | +9.5% | -19.0% | -11.1% |
| YTD | -6.0% | -8.1% | +2.1% | -5.3% |
| 1Y | -4.4% | -17.9% | +13.6% | -2.0% |
| 3Y | +33.5% | +41.5% | -8.0% | +24.1% |
| 5Y | +35.7% | +11.8% | +23.9% | +29.3% |
| 10Y | +140.4% | +275.4% | -135.0% | +85.6% |
| All | +2,878.2% | +516.6% | +2,361.6% | +1,734.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling