+31.0%
PL vs SONY
+12.1%
+18.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.6% |
| 7D | +10.0% | +0.3% | +9.8% | +9.8% |
| 30D | -2.3% | +11.1% | -13.4% | -9.8% |
| 3M | -44.2% | +14.7% | -58.9% | -49.8% |
| 6M | -66.1% | +18.8% | -84.9% | -70.6% |
| YTD | -30.0% | +5.7% | -35.7% | -34.4% |
| 1Y | +21.0% | -8.1% | +29.1% | +24.8% |
| 3Y | +516.5% | +64.0% | +452.5% | +310.0% |
| All | +31.0% | +12.1% | +18.9% | +14.0% |
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