+293.9%
SONY vs PENG
+597.2%
-303.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.3% | -3.5% |
| 7D | +6.7% | -19.4% | +26.2% | +8.6% |
| 30D | +14.8% | -42.4% | +57.2% | +21.4% |
| 3M | +16.9% | -25.6% | +42.5% | +18.4% |
| 6M | +30.2% | +7.3% | +23.0% | +20.3% |
| YTD | +5.5% | +113.9% | -108.4% | -13.6% |
| 1Y | -4.6% | +93.6% | -98.1% | -20.8% |
| 3Y | +57.2% | +170.2% | -113.0% | +18.2% |
| 5Y | +12.1% | +44.2% | -32.1% | -12.1% |
| All | +293.9% | +597.2% | -303.2% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling