+47.1%
PPL vs SONY
+12.1%
+35.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +2.6% | +11.1% | -8.5% | +1.2% |
| 3M | +0.8% | +14.7% | -13.9% | -1.0% |
| 6M | +1.4% | +18.8% | -17.4% | -1.0% |
| YTD | +4.3% | +5.7% | -1.4% | +3.4% |
| 1Y | +0.8% | -8.1% | +8.8% | +1.8% |
| 3Y | +57.9% | +64.0% | -6.1% | +43.5% |
| All | +47.1% | +12.1% | +35.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling