+272.5%
PM vs SONY
+373.2%
-100.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.9% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | -3.2% | +11.1% | -14.3% | -5.3% |
| 3M | +6.2% | +14.7% | -8.4% | +3.2% |
| 6M | +7.7% | +18.8% | -11.1% | +3.7% |
| YTD | +27.3% | +5.7% | +21.5% | +25.0% |
| 1Y | +32.8% | -8.1% | +40.8% | +33.9% |
| 3Y | +150.0% | +64.0% | +86.0% | +119.0% |
| 5Y | +164.2% | +12.6% | +151.6% | +148.2% |
| All | +272.5% | +373.2% | -100.7% | +156.4% |
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