+116.1%
PAAS vs SONY
+11.4%
+104.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.8% |
| 7D | +2.0% | -5.2% | +7.2% | +3.9% |
| 30D | -0.1% | +0.3% | -0.4% | -0.4% |
| 3M | +8.2% | +6.2% | +2.0% | +5.2% |
| 6M | -13.8% | +9.5% | -23.3% | -17.2% |
| YTD | -0.6% | -8.1% | +7.4% | +1.4% |
| 1Y | +44.0% | -17.9% | +61.9% | +52.3% |
| 3Y | +246.6% | +41.5% | +205.1% | +199.6% |
| 5Y | +116.1% | +11.8% | +104.2% | +92.7% |
| All | +116.1% | +11.4% | +104.7% | +92.7% |
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 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