+297.9%
SONY vs PSLV
+109.5%
+188.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -2.7% | -3.5% | +0.8% | -2.3% |
| 30D | +1.5% | -2.1% | +3.7% | +1.7% |
| 3M | +13.0% | -1.6% | +14.6% | +12.8% |
| 6M | +11.2% | -25.5% | +36.7% | +14.9% |
| YTD | -6.6% | -11.4% | +4.8% | -7.3% |
| 1Y | -18.1% | +48.6% | -66.7% | -24.9% |
| 3Y | +42.1% | +166.9% | -124.8% | +19.1% |
| 5Y | +11.0% | +152.4% | -141.4% | -7.0% |
| 10Y | +289.2% | +187.8% | +101.4% | +214.2% |
| All | +297.9% | +109.5% | +188.4% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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