-75.9%
PCG vs SONY
+286.8%
-362.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +0.5% | -5.8% | +6.3% | +2.3% |
| 30D | -18.9% | -0.4% | -18.5% | -18.9% |
| 3M | -15.8% | +13.3% | -29.1% | -19.4% |
| 6M | -22.6% | +8.5% | -31.0% | -25.2% |
| YTD | -12.2% | -8.1% | -4.1% | -10.6% |
| 1Y | -7.1% | -17.9% | +10.8% | -2.2% |
| 3Y | -15.8% | +41.4% | -57.3% | -28.5% |
| 5Y | +53.3% | +9.3% | +44.0% | +39.3% |
| All | -75.9% | +286.8% | -362.7% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling