+3,375.1%
PFE vs SONY
+598.6%
+2,776.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -2.1% | -3.2% | +1.1% | -1.5% |
| 30D | +3.1% | +9.6% | -6.5% | +1.2% |
| 3M | +11.2% | +13.3% | -2.1% | +8.3% |
| 6M | +15.0% | +20.3% | -5.3% | +10.5% |
| YTD | +23.5% | +4.1% | +19.4% | +21.7% |
| 1Y | +18.9% | -11.9% | +30.8% | +21.0% |
| 3Y | +18.7% | +56.6% | -37.9% | +6.3% |
| 5Y | -24.0% | +10.9% | -35.0% | -28.3% |
| 10Y | +47.5% | +366.6% | -319.1% | +1.7% |
| All | +3,375.1% | +598.6% | +2,776.5% | +1,658.5% |
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