-20.7%
PCOR vs SONY
-16.9%
-3.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.7% |
| 7D | -6.9% | -5.2% | -1.8% | -5.2% |
| 30D | -1.5% | +0.3% | -1.8% | -1.7% |
| 3M | +18.5% | +6.2% | +12.3% | +14.9% |
| 6M | -4.7% | +9.5% | -14.2% | -7.3% |
| YTD | -22.8% | -8.1% | -14.7% | -19.2% |
| 1Y | -20.7% | -17.9% | -2.8% | -10.6% |
| All | -20.7% | -16.9% | -3.9% | -10.6% |
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