+75.7%
PEP vs SONY
+286.8%
-211.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -1.4% | -5.8% | +4.4% | -0.3% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | -4.3% | +13.3% | -17.6% | -6.5% |
| 6M | -13.2% | +8.5% | -21.7% | -14.8% |
| YTD | -1.9% | -8.1% | +6.2% | -0.9% |
| 1Y | -0.3% | -17.9% | +17.6% | +2.5% |
| 3Y | -13.6% | +41.4% | -55.1% | -22.0% |
| 5Y | +3.4% | +9.3% | -5.9% | -2.6% |
| All | +75.7% | +286.8% | -211.1% | +24.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling