+24.1%
PPG vs SONY
+293.1%
-269.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -6.2% | -2.7% | -3.6% | -5.4% |
| 30D | -7.9% | +1.5% | -9.5% | -8.5% |
| 3M | -10.2% | +13.0% | -23.2% | -14.2% |
| 6M | +2.7% | +11.2% | -8.6% | -1.8% |
| YTD | +4.9% | -6.6% | +11.5% | +6.3% |
| 1Y | -3.2% | -18.1% | +14.9% | +2.2% |
| 3Y | -17.0% | +42.1% | -59.1% | -29.1% |
| 5Y | -23.3% | +11.0% | -34.4% | -30.3% |
| All | +24.1% | +293.1% | -269.0% | -16.6% |
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 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