+438.6%
PWR vs SONY
+8.8%
+429.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -0.2% | -5.8% | +5.6% | +1.5% |
| 30D | -7.7% | -0.4% | -7.4% | -7.8% |
| 3M | -4.9% | +13.3% | -18.2% | -9.7% |
| 6M | +9.7% | +8.5% | +1.2% | +5.4% |
| YTD | +46.7% | -8.1% | +54.8% | +49.2% |
| 1Y | +58.7% | -17.9% | +76.6% | +67.6% |
| 3Y | +200.7% | +41.4% | +159.3% | +150.8% |
| 5Y | +438.6% | +9.3% | +429.3% | +391.0% |
| All | +438.6% | +8.8% | +429.8% | +391.0% |
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