+57.9%
PPL vs SONY
+63.5%
-5.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +2.6% | +11.1% | -8.5% | +1.9% |
| 3M | +0.8% | +14.7% | -13.9% | -0.2% |
| 6M | +1.4% | +18.8% | -17.4% | +0.1% |
| YTD | +4.3% | +5.7% | -1.4% | +3.9% |
| 1Y | +0.8% | -8.1% | +8.8% | +1.4% |
| 3Y | +57.9% | +64.0% | -6.1% | +50.1% |
| All | +57.9% | +63.5% | -5.6% | +50.1% |
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