+83.0%
PL vs SONY
+15.5%
+67.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.3% |
| 7D | -9.3% | -1.2% | -8.1% | -8.8% |
| 30D | -18.9% | +9.4% | -28.4% | -23.7% |
| 3M | -58.4% | +10.5% | -68.9% | -61.3% |
| 6M | -30.3% | +11.7% | -42.0% | -35.9% |
| YTD | -8.1% | -4.1% | -4.1% | -7.2% |
| 1Y | +180.5% | -11.8% | +192.3% | +198.1% |
| 3Y | +444.1% | +45.9% | +398.2% | +313.3% |
| 5Y | +83.0% | +16.3% | +66.7% | +58.6% |
| All | +83.0% | +15.5% | +67.5% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling