-13.3%
PCOR vs SONY
+42.6%
-56.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | +20.7% | +5.2% | +15.5% | +17.1% |
| 30D | +35.7% | +10.7% | +24.9% | +27.6% |
| 3M | +31.1% | +12.1% | +18.9% | +22.2% |
| 6M | +43.1% | +32.6% | +10.6% | +19.9% |
| YTD | +4.8% | +4.3% | +0.5% | +1.0% |
| 1Y | -3.7% | -4.5% | +0.8% | -2.2% |
| 3Y | +46.5% | +56.9% | -10.4% | +2.3% |
| 5Y | -17.3% | +12.5% | -29.7% | -30.2% |
| All | -13.3% | +42.6% | -56.0% | -27.2% |
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