+378.1%
PSX vs SONY
+293.1%
+85.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.6% |
| 30D | +15.6% | +1.5% | +14.1% | +14.9% |
| 3M | +46.5% | +13.0% | +33.5% | +39.9% |
| 6M | +55.0% | +11.2% | +43.8% | +48.0% |
| YTD | +105.3% | -6.6% | +111.9% | +107.9% |
| 1Y | +101.6% | -18.1% | +119.7% | +113.0% |
| 3Y | +134.1% | +42.1% | +92.1% | +97.6% |
| 5Y | +368.7% | +11.0% | +357.6% | +322.7% |
| All | +378.1% | +293.1% | +85.0% | +188.1% |
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 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