+302.5%
PSX vs SONY
+12.1%
+290.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.4% |
| 7D | +7.8% | +0.3% | +7.5% | +7.7% |
| 30D | -10.9% | +11.1% | -22.0% | -13.2% |
| 3M | +14.5% | +14.7% | -0.2% | +10.5% |
| 6M | +56.1% | +18.8% | +37.3% | +49.1% |
| YTD | +109.6% | +5.7% | +103.8% | +105.8% |
| 1Y | +95.5% | -8.1% | +103.6% | +99.4% |
| 3Y | +156.2% | +64.0% | +92.2% | +120.6% |
| All | +302.5% | +12.1% | +290.4% | +250.8% |
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 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