+361.8%
PCAR vs SONY
+286.8%
+75.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | -1.6% | -5.8% | +4.2% | +0.1% |
| 30D | -7.3% | -0.4% | -6.9% | -7.2% |
| 3M | +7.8% | +13.3% | -5.5% | +3.5% |
| 6M | +3.6% | +8.5% | -4.9% | +0.4% |
| YTD | +12.9% | -8.1% | +21.0% | +14.8% |
| 1Y | +27.3% | -17.9% | +45.2% | +33.4% |
| 3Y | +61.9% | +41.4% | +20.4% | +39.7% |
| 5Y | +164.2% | +9.3% | +154.9% | +142.9% |
| All | +361.8% | +286.8% | +75.0% | +184.9% |
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 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