+294.8%
SONY vs PENG
+661.7%
-366.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.0% | -0.9% |
| 7D | +6.1% | -3.8% | +9.9% | +5.6% |
| 30D | +12.2% | -40.1% | +52.3% | +18.1% |
| 3M | +15.3% | -21.8% | +37.1% | +16.1% |
| 6M | +34.3% | +3.3% | +31.0% | +25.3% |
| YTD | +5.7% | +133.6% | -127.9% | -14.4% |
| 1Y | -2.3% | +110.7% | -113.0% | -19.8% |
| 3Y | +67.1% | +204.3% | -137.1% | +23.6% |
| 5Y | +13.0% | +54.4% | -41.4% | -12.1% |
| All | +294.8% | +661.7% | -366.8% | +149.4% |
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