+37.3%
PCAR vs SONY
+59.5%
-22.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.9% | +6.1% | -3.2% | +1.8% |
| 30D | -2.1% | +12.2% | -14.3% | -4.2% |
| 3M | -20.4% | +15.3% | -35.7% | -22.5% |
| 6M | -7.0% | +34.3% | -41.3% | -12.3% |
| YTD | -2.6% | +5.7% | -8.3% | -4.1% |
| 1Y | +9.8% | -2.3% | +12.1% | +9.6% |
| 3Y | +37.3% | +67.1% | -29.9% | +21.7% |
| All | +37.3% | +59.5% | -22.3% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling