-0.8%
PAAS vs SONY
-11.5%
+10.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.8% | -4.4% |
| 7D | -7.0% | -3.2% | -3.9% | -5.9% |
| 30D | -15.3% | +9.6% | -24.9% | -18.6% |
| 3M | -27.7% | +13.3% | -41.0% | -31.9% |
| 6M | -40.5% | +20.3% | -60.8% | -45.2% |
| YTD | -26.5% | +4.1% | -30.7% | -26.7% |
| 1Y | -0.8% | -11.9% | +11.1% | +18.4% |
| All | -0.8% | -11.5% | +10.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling