+250.3%
PH vs SONY
+8.8%
+241.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.1% | -5.8% | +2.6% | -1.1% |
| 30D | -11.8% | -0.4% | -11.4% | -11.8% |
| 3M | +6.9% | +13.3% | -6.4% | +1.6% |
| 6M | -1.3% | +8.5% | -9.8% | -5.2% |
| YTD | +7.0% | -8.1% | +15.1% | +9.5% |
| 1Y | +23.1% | -17.9% | +41.0% | +31.2% |
| 3Y | +135.4% | +41.4% | +93.9% | +96.8% |
| 5Y | +250.3% | +9.3% | +241.1% | +215.6% |
| All | +250.3% | +8.8% | +241.6% | +215.6% |
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