+64.7%
PCAR vs SONY
+47.6%
+17.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -6.2% | +9.4% | -15.7% | -7.9% |
| 3M | +5.9% | +10.5% | -4.6% | +3.7% |
| 6M | +0.4% | +11.7% | -11.3% | -2.2% |
| YTD | +14.8% | -4.1% | +18.9% | +15.3% |
| 1Y | +30.1% | -11.8% | +41.9% | +32.5% |
| All | +64.7% | +47.6% | +17.1% | +46.4% |
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