+54.0%
PPL vs SONY
+271.8%
-217.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.7% |
| 7D | +1.8% | -5.2% | +6.9% | +2.7% |
| 30D | -1.1% | +0.3% | -1.4% | -1.2% |
| 3M | 0.0% | +6.2% | -6.2% | -1.3% |
| 6M | -7.6% | +9.5% | -17.1% | -9.6% |
| YTD | +1.7% | -8.1% | +9.8% | +2.8% |
| 1Y | +1.5% | -17.9% | +19.5% | +4.7% |
| 3Y | +55.3% | +41.5% | +13.8% | +40.6% |
| 5Y | +37.7% | +11.8% | +25.9% | +28.5% |
| 10Y | +54.0% | +275.4% | -221.4% | +13.5% |
| All | +54.0% | +271.8% | -217.8% | +13.5% |
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