+20.4%
PFE vs SONY
-18.6%
+39.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.0% | -5.8% | +1.7% | -3.2% |
| 30D | +3.9% | -0.4% | +4.3% | +3.9% |
| 3M | +9.9% | +13.3% | -3.4% | +7.9% |
| 6M | +5.3% | +8.5% | -3.2% | +3.8% |
| YTD | +16.8% | -8.1% | +24.9% | +17.7% |
| 1Y | +20.4% | -17.9% | +38.3% | +23.8% |
| All | +20.4% | -18.6% | +39.0% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling