-76.5%
PCG vs SONY
+366.0%
-442.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.0% | -3.2% | +1.2% | -1.0% |
| 30D | -2.7% | +9.6% | -12.3% | -5.6% |
| 3M | -25.1% | +13.3% | -38.3% | -28.1% |
| 6M | -22.3% | +20.3% | -42.6% | -27.3% |
| YTD | -18.5% | +4.1% | -22.6% | -20.3% |
| 1Y | -21.8% | -11.9% | -9.9% | -19.4% |
| 3Y | -21.0% | +56.6% | -77.6% | -34.9% |
| 5Y | +8.1% | +10.9% | -2.9% | -1.1% |
| All | -76.5% | +366.0% | -442.5% | -85.7% |
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