+2,547.4%
PPG vs SONY
+516.3%
+2,031.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -5.1% | -5.8% | +0.6% | -3.6% |
| 30D | -9.6% | -0.4% | -9.2% | -9.5% |
| 3M | -6.4% | +13.3% | -19.7% | -10.0% |
| 6M | +0.5% | +8.5% | -8.0% | -2.4% |
| YTD | +4.4% | -8.1% | +12.6% | +6.1% |
| 1Y | -0.9% | -17.9% | +17.0% | +3.6% |
| 3Y | -17.0% | +41.4% | -58.4% | -26.7% |
| 5Y | -23.7% | +9.3% | -32.9% | -28.3% |
| 10Y | +25.9% | +283.0% | -257.1% | -18.4% |
| All | +2,547.4% | +516.3% | +2,031.1% | +1,116.9% |
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