-20.1%
PCOR vs SONY
+10.8%
-30.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.9% |
| 7D | +22.7% | +6.7% | +16.0% | +17.8% |
| 30D | +37.5% | +14.8% | +22.7% | +26.1% |
| 3M | +35.2% | +16.9% | +18.3% | +22.5% |
| 6M | +42.2% | +30.2% | +12.0% | +19.5% |
| YTD | +3.6% | +5.5% | -1.9% | -1.0% |
| 1Y | -4.8% | -4.6% | -0.2% | -3.1% |
| 3Y | +48.3% | +57.2% | -8.9% | +0.9% |
| All | -20.1% | +10.8% | -30.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling