+455.3%
PL vs SONY
+57.9%
+397.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.3% | +11.4% |
| 7D | -6.8% | +6.7% | -13.5% | -10.6% |
| 30D | -29.3% | +14.8% | -44.1% | -35.2% |
| 3M | -44.8% | +16.9% | -61.6% | -50.1% |
| 6M | -68.4% | +30.2% | -98.6% | -73.6% |
| YTD | -36.4% | +5.5% | -41.8% | -39.5% |
| 1Y | +0.7% | -4.6% | +5.3% | +1.6% |
| 3Y | +455.3% | +57.2% | +398.1% | +312.6% |
| All | +455.3% | +57.9% | +397.4% | +312.6% |
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 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