-76.4%
PCG vs SONY
+364.7%
-441.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.2% | +2.1% | -4.3% | -2.9% |
| 30D | -0.5% | +9.2% | -9.6% | -3.3% |
| 3M | -24.0% | +12.2% | -36.2% | -26.8% |
| 6M | -18.6% | +24.4% | -43.0% | -24.7% |
| YTD | -17.7% | +3.5% | -21.1% | -19.4% |
| 1Y | -20.0% | -9.2% | -10.8% | -18.4% |
| 3Y | -20.2% | +55.6% | -75.8% | -34.1% |
| 5Y | +8.4% | +12.0% | -3.6% | -1.3% |
| 10Y | -76.4% | +363.7% | -440.1% | -85.6% |
| All | -76.4% | +364.7% | -441.1% | -85.6% |
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