+212.2%
PAAS vs SONY
+364.7%
-152.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -5.2% | +2.1% | -7.3% | -5.9% |
| 30D | -13.9% | +9.2% | -23.1% | -16.4% |
| 3M | -23.8% | +12.2% | -36.0% | -26.7% |
| 6M | -36.4% | +24.4% | -60.8% | -41.1% |
| YTD | -23.4% | +3.5% | -26.8% | -24.9% |
| 1Y | +5.6% | -9.2% | +14.8% | +7.6% |
| 3Y | +209.7% | +55.6% | +154.1% | +165.6% |
| 5Y | +55.6% | +12.0% | +43.6% | +42.2% |
| 10Y | +212.2% | +363.7% | -151.4% | +114.9% |
| All | +212.2% | +364.7% | -152.5% | +114.9% |
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