+156.2%
PSX vs SONY
+63.5%
+92.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.5% |
| 7D | +7.8% | +0.3% | +7.5% | +7.8% |
| 30D | -10.9% | +11.1% | -22.0% | -12.7% |
| 3M | +14.5% | +14.7% | -0.2% | +11.4% |
| 6M | +56.1% | +18.8% | +37.3% | +50.6% |
| YTD | +109.6% | +5.7% | +103.8% | +107.8% |
| 1Y | +95.5% | -8.1% | +103.6% | +100.8% |
| 3Y | +156.2% | +64.0% | +92.2% | +152.8% |
| All | +156.2% | +63.5% | +92.7% | +152.8% |
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