-14.4%
PCOR vs SONY
+44.2%
-58.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.8% |
| 7D | +22.7% | +6.7% | +16.0% | +18.0% |
| 30D | +37.5% | +14.8% | +22.7% | +26.5% |
| 3M | +35.2% | +16.9% | +18.3% | +23.0% |
| 6M | +42.2% | +30.2% | +12.0% | +20.3% |
| YTD | +3.6% | +5.5% | -1.9% | -0.9% |
| 1Y | -4.8% | -4.6% | -0.2% | -3.2% |
| 3Y | +48.3% | +57.2% | -8.9% | +3.6% |
| 5Y | -20.1% | +12.1% | -32.1% | -32.7% |
| All | -14.4% | +44.2% | -58.6% | -28.5% |
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 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