+128.7%
PM vs SONY
+9.8%
+118.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.2% | -4.9% | +3.7% | -0.5% |
| 30D | -0.2% | -1.6% | +1.4% | 0.0% |
| 3M | +4.9% | +10.0% | -5.1% | +3.5% |
| 6M | +9.0% | +8.4% | +0.6% | +7.5% |
| YTD | +17.8% | -8.4% | +26.2% | +18.5% |
| 1Y | +16.8% | -18.4% | +35.2% | +18.9% |
| 3Y | +125.4% | +41.0% | +84.5% | +110.4% |
| 5Y | +128.7% | +9.3% | +119.4% | +109.7% |
| All | +128.7% | +9.8% | +118.9% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling