+286.5%
SONY vs PENG
+720.8%
-434.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.2% | -2.1% |
| 7D | +2.1% | +1.9% | +0.2% | +1.0% |
| 30D | +9.2% | -37.8% | +47.0% | +14.4% |
| 3M | +12.2% | -14.1% | +26.3% | +11.6% |
| 6M | +24.4% | +13.1% | +11.3% | +14.7% |
| YTD | +3.5% | +151.8% | -148.3% | -17.0% |
| 1Y | -9.2% | +136.0% | -145.1% | -26.5% |
| 3Y | +55.6% | +217.9% | -162.3% | +14.5% |
| 5Y | +12.0% | +64.1% | -52.1% | -13.6% |
| All | +286.5% | +720.8% | -434.3% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling