-34.1%
PCOR vs SONY
+31.1%
-65.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.3% |
| 7D | -9.0% | -1.2% | -7.8% | -8.3% |
| 30D | +4.2% | +9.4% | -5.3% | -1.5% |
| 3M | +14.4% | +10.5% | +3.9% | +7.5% |
| 6M | +0.2% | +11.7% | -11.5% | -7.6% |
| YTD | -20.3% | -4.1% | -16.2% | -19.2% |
| 1Y | -16.1% | -11.8% | -4.4% | -10.9% |
| 3Y | -14.7% | +45.9% | -60.6% | -38.1% |
| 5Y | -43.2% | +16.3% | -59.4% | -50.7% |
| All | -34.1% | +31.1% | -65.2% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling