+371.1%
PSX vs SONY
+8.4%
+362.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.8% | -4.9% | +6.7% | +3.0% |
| 30D | +21.6% | -1.6% | +23.2% | +22.0% |
| 3M | +46.5% | +10.0% | +36.5% | +42.6% |
| 6M | +62.0% | +8.4% | +53.6% | +57.7% |
| YTD | +106.3% | -8.4% | +114.8% | +110.0% |
| 1Y | +103.0% | -18.4% | +121.3% | +112.5% |
| 3Y | +135.5% | +41.0% | +94.6% | +109.8% |
| All | +371.1% | +8.4% | +362.6% | +329.7% |
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 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