+168.2%
PCAR vs SONY
+11.4%
+156.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.8% |
| 7D | 0.0% | -5.2% | +5.2% | +1.3% |
| 30D | -7.7% | +0.3% | -8.0% | -7.9% |
| 3M | +3.7% | +6.2% | -2.5% | +1.9% |
| 6M | +2.3% | +9.5% | -7.2% | -0.5% |
| YTD | +12.8% | -8.1% | +20.9% | +14.5% |
| 1Y | +27.8% | -17.9% | +45.7% | +33.0% |
| 3Y | +61.8% | +41.5% | +20.3% | +42.9% |
| 5Y | +168.2% | +11.8% | +156.4% | +142.3% |
| All | +168.2% | +11.4% | +156.8% | +142.3% |
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