-9.2%
SONY vs PENG
+120.3%
-129.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.2% | -0.7% |
| 7D | +2.1% | +1.9% | +0.2% | +2.2% |
| 30D | +9.2% | -37.8% | +47.0% | +10.6% |
| 3M | +12.2% | -14.1% | +26.3% | +12.3% |
| 6M | +24.4% | +13.1% | +11.3% | +15.8% |
| YTD | +3.5% | +151.8% | -148.3% | -17.9% |
| 1Y | -9.2% | +136.0% | -145.1% | -27.4% |
| All | -9.2% | +120.3% | -129.4% | -27.4% |
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 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