+116.4%
PCAR vs SONY
+11.8%
+104.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.9% | +6.1% | -3.2% | +1.5% |
| 30D | -2.1% | +12.2% | -14.3% | -4.8% |
| 3M | -20.4% | +15.3% | -35.7% | -23.1% |
| 6M | -7.0% | +34.3% | -41.3% | -13.8% |
| YTD | -2.6% | +5.7% | -8.3% | -4.5% |
| 1Y | +9.8% | -2.3% | +12.1% | +9.7% |
| 3Y | +37.3% | +67.1% | -29.9% | +16.7% |
| 5Y | +116.4% | +13.0% | +103.4% | +94.3% |
| All | +116.4% | +11.8% | +104.6% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling