-14.6%
PCOR vs SONY
+46.9%
-61.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.5% |
| 7D | -9.0% | -1.2% | -7.8% | -8.5% |
| 30D | +4.2% | +9.4% | -5.3% | -0.1% |
| 3M | +14.4% | +10.5% | +3.9% | +9.1% |
| 6M | +0.2% | +11.7% | -11.5% | -5.4% |
| YTD | -20.3% | -4.1% | -16.2% | -19.1% |
| 1Y | -16.1% | -11.8% | -4.4% | -11.5% |
| All | -14.6% | +46.9% | -61.6% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling