-17.9%
SONY vs PENG
+106.3%
-124.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.2% |
| 7D | -5.2% | +7.8% | -13.0% | -5.5% |
| 30D | +0.3% | -12.2% | +12.5% | +0.8% |
| 3M | +6.2% | -20.6% | +26.9% | +6.3% |
| 6M | +9.5% | +180.9% | -171.4% | -9.8% |
| YTD | -8.1% | +162.3% | -170.4% | -24.0% |
| 1Y | -17.9% | +107.3% | -125.2% | -33.0% |
| All | -17.9% | +106.3% | -124.2% | -33.0% |
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