-16.1%
PCOR vs SONY
-10.8%
-5.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.7% |
| 7D | -9.0% | -1.2% | -7.8% | -8.6% |
| 30D | +4.2% | +9.4% | -5.3% | +1.0% |
| 3M | +14.4% | +10.5% | +3.9% | +9.5% |
| 6M | +0.2% | +11.7% | -11.5% | -3.1% |
| YTD | -20.3% | -4.1% | -16.2% | -18.0% |
| 1Y | -16.1% | -11.8% | -4.4% | -7.9% |
| All | -16.1% | -10.8% | -5.3% | -7.9% |
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 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