-21.4%
PFE vs SONY
+9.8%
-31.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -4.3% | -4.9% | +0.6% | -3.5% |
| 30D | +2.7% | -1.6% | +4.3% | +2.9% |
| 3M | +10.0% | +10.0% | 0.0% | +8.1% |
| 6M | +7.2% | +8.4% | -1.2% | +5.3% |
| YTD | +17.3% | -8.4% | +25.8% | +18.5% |
| 1Y | +20.3% | -18.4% | +38.7% | +23.6% |
| 3Y | -1.6% | +41.0% | -42.6% | -8.8% |
| 5Y | -21.4% | +9.3% | -30.6% | -27.5% |
| All | -21.4% | +9.8% | -31.2% | -27.5% |
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