+89.8%
PCG vs SONY
+609.1%
-519.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.1% | +6.1% | -7.1% | -2.1% |
| 30D | +0.1% | +12.2% | -12.1% | -2.0% |
| 3M | -24.4% | +15.3% | -39.8% | -26.4% |
| 6M | -17.7% | +34.3% | -51.9% | -22.2% |
| YTD | -17.4% | +5.7% | -23.1% | -18.7% |
| 1Y | -19.4% | -2.3% | -17.0% | -19.6% |
| 3Y | -18.6% | +67.1% | -85.7% | -27.0% |
| 5Y | +10.2% | +13.0% | -2.8% | +4.7% |
| 10Y | -76.7% | +372.1% | -448.8% | -82.4% |
| All | +89.8% | +609.1% | -519.3% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling