+45.2%
PL vs SONY
+27.2%
+17.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.2% | +14.3% | +14.4% |
| 7D | +10.9% | +6.1% | +4.8% | +6.3% |
| 30D | -16.4% | +12.2% | -28.5% | -22.8% |
| 3M | -39.9% | +15.3% | -55.3% | -45.8% |
| 6M | -63.2% | +34.3% | -97.5% | -70.3% |
| YTD | -27.1% | +5.7% | -32.8% | -31.4% |
| 1Y | +12.2% | -2.3% | +14.5% | +10.4% |
| 3Y | +584.3% | +67.1% | +517.1% | +372.4% |
| 5Y | +37.0% | +13.0% | +24.0% | +11.4% |
| All | +45.2% | +27.2% | +17.9% | +17.8% |
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 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