+964.4%
PAAS vs SONY
+588.4%
+375.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.5% |
| 7D | +4.2% | +5.2% | -1.0% | +2.9% |
| 30D | -13.8% | +10.7% | -24.5% | -16.0% |
| 3M | -22.7% | +12.1% | -34.9% | -25.0% |
| 6M | -32.1% | +32.6% | -64.6% | -36.9% |
| YTD | -22.3% | +4.3% | -26.6% | -23.5% |
| 1Y | +7.7% | -4.5% | +12.2% | +8.2% |
| 3Y | +214.0% | +56.9% | +157.1% | +178.2% |
| 5Y | +63.2% | +12.5% | +50.7% | +54.1% |
| 10Y | +185.5% | +371.7% | -186.2% | +91.4% |
| All | +964.4% | +588.4% | +375.9% | +677.6% |
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 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