+3,439.0%
PFE vs SONY
+599.9%
+2,839.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -0.7% | +5.2% | -5.9% | -1.8% |
| 30D | +5.3% | +10.7% | -5.4% | +3.2% |
| 3M | +10.1% | +12.1% | -2.0% | +7.5% |
| 6M | +18.0% | +32.6% | -14.5% | +11.2% |
| YTD | +25.8% | +4.3% | +21.5% | +23.9% |
| 1Y | +28.4% | -4.5% | +32.9% | +28.6% |
| 3Y | +20.9% | +56.9% | -36.0% | +8.2% |
| 5Y | -21.5% | +12.5% | -34.0% | -26.1% |
| 10Y | +46.2% | +371.7% | -325.5% | +0.6% |
| All | +3,439.0% | +599.9% | +2,839.1% | +1,690.3% |
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