+3.7%
PEP vs SONY
-6.4%
+10.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.5% | +3.5% |
| 7D | +7.4% | +2.9% | +4.5% | +7.0% |
| 30D | +13.3% | +10.2% | +3.1% | +12.4% |
| 3M | +3.5% | +16.1% | -12.6% | +2.3% |
| 6M | -5.9% | +32.1% | -38.0% | -7.8% |
| YTD | +2.3% | +1.4% | +0.9% | +0.1% |
| 1Y | +3.7% | -7.0% | +10.7% | +1.4% |
| All | +3.7% | -6.4% | +10.1% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling