+662.0%
PBR vs SONY
+293.1%
+369.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.4% |
| 7D | +5.4% | -2.7% | +8.1% | +6.3% |
| 30D | +22.9% | +1.5% | +21.3% | +21.9% |
| 3M | +19.6% | +13.0% | +6.6% | +13.3% |
| 6M | +16.5% | +11.2% | +5.3% | +10.1% |
| YTD | +86.7% | -6.6% | +93.3% | +88.6% |
| 1Y | +74.7% | -18.1% | +92.8% | +85.6% |
| 3Y | +102.6% | +42.1% | +60.5% | +61.6% |
| 5Y | +566.6% | +11.0% | +555.5% | +480.9% |
| All | +662.0% | +293.1% | +369.0% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling