+11.9%
SONY vs PENG
+42.1%
-30.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.3% | -3.3% |
| 7D | +6.7% | -19.4% | +26.2% | +8.4% |
| 30D | +14.8% | -42.4% | +57.2% | +20.9% |
| 3M | +16.9% | -25.6% | +42.5% | +18.2% |
| 6M | +30.2% | +7.3% | +23.0% | +18.9% |
| YTD | +5.5% | +113.9% | -108.4% | -16.0% |
| 1Y | -4.6% | +93.6% | -98.1% | -22.8% |
| 3Y | +57.2% | +170.2% | -113.0% | +11.6% |
| All | +11.9% | +42.1% | -30.2% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling