-17.0%
PPG vs SONY
+42.2%
-59.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -6.2% | -2.7% | -3.6% | -5.6% |
| 30D | -7.9% | +1.5% | -9.5% | -8.4% |
| 3M | -10.2% | +13.0% | -23.2% | -13.4% |
| 6M | +2.7% | +11.2% | -8.6% | -1.0% |
| YTD | +4.9% | -6.6% | +11.5% | +5.9% |
| 1Y | -3.2% | -18.1% | +14.9% | +1.0% |
| 3Y | -17.0% | +42.1% | -59.1% | -25.3% |
| All | -17.0% | +42.2% | -59.2% | -25.3% |
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