-1.7%
PCOR vs SONY
-10.0%
+8.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +2.5% | +2.1% | +0.5% | +1.6% |
| 30D | +37.9% | +9.2% | +28.7% | +33.6% |
| 3M | +32.0% | +12.2% | +19.8% | +26.9% |
| 6M | +54.7% | +24.4% | +30.3% | +43.6% |
| YTD | +6.6% | +3.5% | +3.1% | +4.1% |
| 1Y | -1.7% | -9.2% | +7.5% | +0.9% |
| All | -1.7% | -10.0% | +8.3% | +0.9% |
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