-16.4%
PINS vs SONY
+166.8%
-183.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.2% |
| 7D | -12.0% | -1.2% | -10.9% | -11.4% |
| 30D | -12.7% | +9.4% | -22.1% | -17.4% |
| 3M | -5.5% | +10.5% | -16.0% | -11.4% |
| 6M | +5.3% | +11.7% | -6.4% | -3.1% |
| YTD | -21.2% | -4.1% | -17.1% | -20.7% |
| 1Y | -45.0% | -11.8% | -33.3% | -42.1% |
| 3Y | -26.2% | +45.9% | -72.1% | -50.4% |
| 5Y | -64.0% | +16.3% | -80.2% | -70.8% |
| All | -16.4% | +166.8% | -183.2% | -66.4% |
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