+65.7%
PPL vs SONY
+366.0%
-300.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | +1.7% | +9.6% | -7.9% | 0.0% |
| 3M | +0.1% | +13.3% | -13.1% | -2.2% |
| 6M | -1.5% | +20.3% | -21.9% | -5.2% |
| YTD | +3.0% | +4.1% | -1.2% | +1.7% |
| 1Y | -1.4% | -11.9% | +10.5% | +0.5% |
| 3Y | +53.5% | +56.6% | -3.1% | +36.9% |
| 5Y | +46.4% | +10.9% | +35.5% | +38.0% |
| All | +65.7% | +366.0% | -300.3% | +20.3% |
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 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