+3.2%
PEP vs SONY
+9.8%
-6.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | -4.9% | +3.2% | -1.3% |
| 30D | +0.3% | -1.6% | +1.9% | +0.4% |
| 3M | -3.2% | +10.0% | -13.2% | -4.1% |
| 6M | -13.6% | +8.4% | -22.0% | -14.3% |
| YTD | -1.9% | -8.4% | +6.6% | -1.4% |
| 1Y | -0.6% | -18.4% | +17.7% | +0.6% |
| 3Y | -13.6% | +41.0% | -54.5% | -17.5% |
| 5Y | +3.2% | +9.3% | -6.0% | -0.9% |
| All | +3.2% | +9.8% | -6.6% | -0.9% |
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