+61.8%
PCG vs SONY
+11.4%
+50.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +4.5% |
| 7D | +5.4% | -5.2% | +10.6% | +6.6% |
| 30D | -15.1% | +0.3% | -15.4% | -15.2% |
| 3M | -9.8% | +6.2% | -16.0% | -11.3% |
| 6M | -18.0% | +9.5% | -27.6% | -20.2% |
| YTD | -7.2% | -8.1% | +0.8% | -6.0% |
| 1Y | +2.9% | -17.9% | +20.8% | +6.8% |
| 3Y | -11.1% | +41.5% | -52.6% | -20.9% |
| 5Y | +61.8% | +11.8% | +49.9% | +47.9% |
| All | +61.8% | +11.4% | +50.4% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling