+239.7%
PAAS vs SONY
+276.5%
-36.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +2.6% | -4.9% | +7.5% | +4.3% |
| 30D | +2.5% | -1.6% | +4.1% | +2.9% |
| 3M | +15.1% | +10.0% | +5.1% | +10.9% |
| 6M | -12.1% | +8.4% | -20.5% | -14.8% |
| YTD | +3.1% | -8.4% | +11.5% | +5.2% |
| 1Y | +50.8% | -18.4% | +69.2% | +59.0% |
| 3Y | +259.5% | +41.0% | +218.5% | +217.3% |
| 5Y | +126.3% | +9.3% | +117.0% | +109.5% |
| 10Y | +239.7% | +281.7% | -41.9% | +144.3% |
| All | +239.7% | +276.5% | -36.7% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling