+287.1%
PCAR vs SONY
+373.2%
-86.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +4.9% | +0.3% | +4.7% | +4.8% |
| 30D | -1.4% | +11.1% | -12.5% | -4.6% |
| 3M | -18.1% | +14.7% | -32.8% | -21.5% |
| 6M | -4.0% | +18.8% | -22.8% | -9.3% |
| YTD | -1.5% | +5.7% | -7.2% | -4.0% |
| 1Y | +13.2% | -8.1% | +21.2% | +15.0% |
| 3Y | +35.8% | +64.0% | -28.2% | +11.9% |
| 5Y | +114.6% | +12.6% | +102.0% | +96.7% |
| All | +287.1% | +373.2% | -86.1% | +118.7% |
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 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