-54.6%
PODD vs SONY
+8.8%
-63.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | -10.6% | -5.8% | -4.8% | -7.9% |
| 30D | -6.9% | -0.4% | -6.5% | -6.9% |
| 3M | -10.6% | +13.3% | -23.9% | -16.3% |
| 6M | -43.5% | +8.5% | -52.0% | -46.4% |
| YTD | -52.6% | -8.1% | -44.5% | -51.1% |
| 1Y | -60.1% | -17.9% | -42.2% | -56.4% |
| 3Y | -21.7% | +41.4% | -63.1% | -39.6% |
| 5Y | -54.6% | +9.3% | -63.8% | -59.4% |
| All | -54.6% | +8.8% | -63.3% | -59.4% |
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