+210.9%
PM vs SONY
+293.1%
-82.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | +4.7% | -2.7% | +7.4% | +5.2% |
| 30D | +2.6% | +1.5% | +1.1% | +2.3% |
| 3M | +6.6% | +13.0% | -6.4% | +3.9% |
| 6M | +16.5% | +11.2% | +5.3% | +13.6% |
| YTD | +21.2% | -6.6% | +27.8% | +22.1% |
| 1Y | +17.9% | -18.1% | +36.0% | +21.6% |
| 3Y | +129.8% | +42.1% | +87.8% | +106.9% |
| 5Y | +133.0% | +11.0% | +122.0% | +117.7% |
| All | +210.9% | +293.1% | -82.1% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling