+949.7%
PAAS vs SONY
+582.8%
+366.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -5.2% | +2.1% | -7.3% | -5.7% |
| 30D | -13.9% | +9.2% | -23.1% | -15.9% |
| 3M | -23.8% | +12.2% | -36.0% | -26.1% |
| 6M | -36.4% | +24.4% | -60.8% | -40.1% |
| YTD | -23.4% | +3.5% | -26.8% | -24.4% |
| 1Y | +5.6% | -9.2% | +14.8% | +7.5% |
| 3Y | +209.7% | +55.6% | +154.1% | +174.9% |
| 5Y | +55.6% | +12.0% | +43.6% | +47.0% |
| 10Y | +212.2% | +363.7% | -151.4% | +110.1% |
| All | +949.7% | +582.8% | +366.9% | +668.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling