+15,068.3%
PCAR vs SONY
+543.6%
+14,524.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | -6.2% | +9.4% | -15.7% | -9.2% |
| 3M | +5.9% | +10.5% | -4.6% | +1.8% |
| 6M | +0.4% | +11.7% | -11.3% | -4.2% |
| YTD | +14.8% | -4.1% | +18.9% | +15.2% |
| 1Y | +30.1% | -11.8% | +41.9% | +33.7% |
| 3Y | +66.7% | +45.9% | +20.8% | +39.9% |
| 5Y | +166.1% | +16.3% | +149.8% | +136.6% |
| 10Y | +353.7% | +297.6% | +56.1% | +147.9% |
| All | +15,068.3% | +543.6% | +14,524.7% | +6,257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling