+64.0%
SONY vs PENG
+209.7%
-145.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.9% |
| 7D | +0.3% | +13.2% | -13.0% | -0.5% |
| 30D | +11.1% | -29.9% | +41.1% | +13.4% |
| 3M | +14.7% | -22.2% | +36.9% | +15.3% |
| 6M | +18.8% | -1.9% | +20.7% | +12.6% |
| YTD | +5.7% | +142.1% | -136.4% | -13.6% |
| 1Y | -8.1% | +151.5% | -159.6% | -25.4% |
| 3Y | +64.0% | +206.9% | -142.9% | +16.6% |
| All | +64.0% | +209.7% | -145.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling