+3,280.0%
PFE vs SONY
+543.6%
+2,736.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +1.8% | -1.2% | +2.9% | +2.0% |
| 30D | +10.2% | +9.4% | +0.8% | +8.3% |
| 3M | +12.7% | +10.5% | +2.2% | +10.3% |
| 6M | +10.5% | +11.7% | -1.1% | +7.7% |
| YTD | +20.2% | -4.1% | +24.2% | +20.4% |
| 1Y | +24.1% | -11.8% | +35.8% | +26.1% |
| 3Y | -3.6% | +45.9% | -49.5% | -12.5% |
| 5Y | -20.9% | +16.3% | -37.2% | -26.0% |
| 10Y | +35.8% | +297.6% | -261.8% | -3.3% |
| All | +3,280.0% | +543.6% | +2,736.4% | +1,640.2% |
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