+1,112.1%
PSX vs SONY
+622.1%
+490.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +4.5% | -1.2% | +5.7% | +4.9% |
| 30D | +26.6% | +9.4% | +17.2% | +23.3% |
| 3M | +39.3% | +10.5% | +28.8% | +34.8% |
| 6M | +56.8% | +11.7% | +45.1% | +50.6% |
| YTD | +101.8% | -4.1% | +105.9% | +102.4% |
| 1Y | +99.6% | -11.8% | +111.4% | +104.4% |
| 3Y | +140.3% | +45.9% | +94.5% | +108.0% |
| 5Y | +339.3% | +16.3% | +323.0% | +298.8% |
| 10Y | +369.9% | +297.6% | +72.3% | +202.5% |
| All | +1,112.1% | +622.1% | +490.0% | +442.5% |
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