+2,090.1%
PPL vs SONY
+543.6%
+1,546.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.7% | -1.2% | +3.8% | +2.8% |
| 30D | +0.5% | +9.4% | -9.0% | -1.0% |
| 3M | +0.7% | +10.5% | -9.8% | -1.1% |
| 6M | -7.6% | +11.7% | -19.3% | -9.5% |
| YTD | +1.8% | -4.1% | +5.9% | +2.0% |
| 1Y | -0.8% | -11.8% | +11.0% | +0.5% |
| 3Y | +56.9% | +45.9% | +11.0% | +45.0% |
| 5Y | +39.5% | +16.3% | +23.2% | +32.1% |
| 10Y | +55.4% | +297.6% | -242.2% | +19.8% |
| All | +2,090.1% | +543.6% | +1,546.5% | +1,346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling