+64.4%
PPL vs SONY
+376.6%
-312.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.2% | +6.1% | -7.3% | -2.3% |
| 30D | +4.2% | +12.2% | -8.0% | +2.1% |
| 3M | +1.5% | +15.3% | -13.8% | -1.2% |
| 6M | +1.0% | +34.3% | -33.2% | -4.7% |
| YTD | +4.4% | +5.7% | -1.3% | +2.8% |
| 1Y | +0.8% | -2.3% | +3.1% | +0.7% |
| 3Y | +56.5% | +67.1% | -10.7% | +37.6% |
| 5Y | +47.7% | +13.0% | +34.7% | +38.7% |
| 10Y | +64.4% | +372.1% | -307.7% | +18.5% |
| All | +64.4% | +376.6% | -312.2% | +18.5% |
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