+3,159.9%
PEP vs SONY
+543.6%
+2,616.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +0.2% | +9.4% | -9.2% | -1.1% |
| 3M | -1.1% | +10.5% | -11.6% | -2.7% |
| 6M | -13.5% | +11.7% | -25.2% | -15.2% |
| YTD | -1.2% | -4.1% | +2.9% | -1.0% |
| 1Y | -1.6% | -11.8% | +10.2% | -0.4% |
| 3Y | -12.5% | +45.9% | -58.4% | -19.0% |
| 5Y | +3.0% | +16.3% | -13.3% | -2.4% |
| 10Y | +73.9% | +297.6% | -223.7% | +35.2% |
| All | +3,159.9% | +543.6% | +2,616.4% | +1,622.8% |
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