-9.3%
PCOR vs SONY
+12.1%
-21.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.5% |
| 7D | +3.0% | +0.3% | +2.8% | +2.8% |
| 30D | +38.7% | +11.1% | +27.6% | +29.8% |
| 3M | +24.9% | +14.7% | +10.2% | +14.4% |
| 6M | +68.8% | +18.8% | +50.0% | +51.1% |
| YTD | +6.7% | +5.7% | +1.0% | +1.8% |
| 1Y | +3.0% | -8.1% | +11.0% | +7.8% |
| 3Y | +48.6% | +64.0% | -15.4% | -2.4% |
| All | -9.3% | +12.1% | -21.4% | -20.4% |
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