+63.2%
PAAS vs SONY
+12.1%
+51.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.4% |
| 7D | +4.2% | +5.2% | -1.0% | +2.2% |
| 30D | -13.8% | +10.7% | -24.5% | -17.1% |
| 3M | -22.7% | +12.1% | -34.9% | -26.2% |
| 6M | -32.1% | +32.6% | -64.6% | -39.6% |
| YTD | -22.3% | +4.3% | -26.6% | -24.4% |
| 1Y | +7.7% | -4.5% | +12.2% | +8.0% |
| 3Y | +214.0% | +56.9% | +157.1% | +159.8% |
| 5Y | +63.2% | +12.5% | +50.7% | +37.6% |
| All | +63.2% | +12.1% | +51.1% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling