+45.9%
SONY vs PENG
+108.8%
-62.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.2% |
| 7D | -1.2% | +4.5% | -5.7% | -1.6% |
| 30D | +9.4% | -7.1% | +16.6% | +10.0% |
| 3M | +10.5% | -27.3% | +37.7% | +12.0% |
| 6M | +11.7% | +169.6% | -157.9% | -5.3% |
| YTD | -4.1% | +164.6% | -168.7% | -18.7% |
| 1Y | -11.8% | +109.5% | -121.3% | -23.5% |
| All | +45.9% | +108.8% | -62.8% | +19.3% |
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