-11.8%
SONY vs PENG
+118.5%
-130.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -1.9% |
| 7D | -1.2% | +4.5% | -5.7% | -1.4% |
| 30D | +9.4% | -7.1% | +16.6% | +9.7% |
| 3M | +10.5% | -27.3% | +37.7% | +11.6% |
| 6M | +11.7% | +169.6% | -157.9% | -7.3% |
| YTD | -4.1% | +164.6% | -168.7% | -20.5% |
| 1Y | -11.8% | +109.5% | -121.3% | -26.1% |
| All | -11.8% | +118.5% | -130.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling