+695.9%
PH vs SONY
+373.2%
+322.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.7% |
| 7D | +4.3% | +0.3% | +4.1% | +4.2% |
| 30D | +0.1% | +11.1% | -11.0% | -4.7% |
| 3M | -9.4% | +14.7% | -24.0% | -15.1% |
| 6M | +8.8% | +18.8% | -10.0% | -0.5% |
| YTD | +9.6% | +5.7% | +3.9% | +5.1% |
| 1Y | +14.4% | -8.1% | +22.5% | +16.7% |
| 3Y | +134.5% | +64.0% | +70.5% | +77.4% |
| 5Y | +204.4% | +12.6% | +191.8% | +170.1% |
| All | +695.9% | +373.2% | +322.7% | +289.5% |
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 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