+1,641.2%
PBR vs SONY
+52.0%
+1,589.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.3% | -4.9% | +5.2% | +2.6% |
| 30D | +17.5% | -1.6% | +19.1% | +18.1% |
| 3M | +20.9% | +10.0% | +10.9% | +14.4% |
| 6M | +20.2% | +8.4% | +11.8% | +13.4% |
| YTD | +84.3% | -8.4% | +92.7% | +87.0% |
| 1Y | +77.1% | -18.4% | +95.5% | +88.5% |
| 3Y | +100.8% | +41.0% | +59.8% | +56.9% |
| 5Y | +556.1% | +9.3% | +546.8% | +456.9% |
| 10Y | +676.1% | +281.7% | +394.4% | +243.6% |
| All | +1,641.2% | +52.0% | +1,589.1% | +622.1% |
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