+95.5%
PEP vs SONY
+373.2%
-277.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +12.5% | +11.1% | +1.4% | +10.3% |
| 3M | +4.5% | +14.7% | -10.1% | +1.9% |
| 6M | -0.5% | +18.8% | -19.3% | -3.8% |
| YTD | +4.4% | +5.7% | -1.3% | +2.8% |
| 1Y | +4.4% | -8.1% | +12.4% | +5.4% |
| 3Y | -3.4% | +64.0% | -67.4% | -15.0% |
| 5Y | +5.2% | +12.6% | -7.5% | -0.3% |
| All | +95.5% | +373.2% | -277.7% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling