+141.0%
PH vs SONY
+39.5%
+101.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | 0.0% | -4.9% | +4.9% | +1.4% |
| 30D | -10.3% | -1.6% | -8.7% | -10.0% |
| 3M | +5.1% | +10.0% | -4.9% | +1.8% |
| 6M | +2.3% | +8.4% | -6.1% | -0.9% |
| YTD | +8.7% | -8.4% | +17.1% | +11.3% |
| 1Y | +26.8% | -18.4% | +45.1% | +34.6% |
| All | +141.0% | +39.5% | +101.5% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling