-4.2%
PCG vs SONY
-18.5%
+14.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +6.5% | -4.9% | +11.4% | +7.2% |
| 30D | -16.7% | -1.6% | -15.1% | -16.5% |
| 3M | -14.2% | +10.0% | -24.2% | -15.7% |
| 6M | -21.5% | +8.4% | -29.9% | -23.0% |
| YTD | -11.2% | -8.4% | -2.8% | -9.4% |
| 1Y | -4.2% | -18.4% | +14.2% | +1.0% |
| All | -4.2% | -18.5% | +14.3% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling