+30.1%
PCAR vs SONY
-10.8%
+40.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | -6.2% | +9.4% | -15.7% | -7.4% |
| 3M | +5.9% | +10.5% | -4.6% | +4.6% |
| 6M | +0.4% | +11.7% | -11.3% | -1.5% |
| YTD | +14.8% | -4.1% | +18.9% | +14.3% |
| 1Y | +30.1% | -11.8% | +41.9% | +31.9% |
| All | +30.1% | -10.8% | +40.9% | +31.9% |
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