+12.2%
PCAR vs SONY
-6.4%
+18.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.7% |
| 7D | +3.7% | +2.9% | +0.8% | +3.2% |
| 30D | -2.9% | +10.2% | -13.2% | -4.4% |
| 3M | -21.7% | +16.1% | -37.8% | -23.4% |
| 6M | -6.6% | +32.1% | -38.8% | -11.2% |
| YTD | -2.2% | +1.4% | -3.6% | -3.3% |
| 1Y | +12.2% | -7.0% | +19.3% | +11.7% |
| All | +12.2% | -6.4% | +18.6% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling