+250.9%
PAAS vs SONY
+46.4%
+204.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -2.9% | -1.2% | -1.7% | -2.5% |
| 30D | +6.8% | +9.4% | -2.7% | +3.2% |
| 3M | -2.9% | +10.5% | -13.4% | -6.8% |
| 6M | -16.4% | +11.7% | -28.1% | -20.3% |
| YTD | 0.0% | -4.1% | +4.1% | +0.2% |
| 1Y | +54.3% | -11.8% | +66.1% | +58.4% |
| All | +250.9% | +46.4% | +204.5% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling