+836.5%
PM vs SONY
+276.3%
+560.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -7.1% | +2.1% | -9.1% | -7.6% |
| 30D | -2.8% | +9.2% | -12.0% | -4.7% |
| 3M | +6.3% | +12.2% | -5.9% | +3.6% |
| 6M | +9.6% | +24.4% | -14.8% | +4.2% |
| YTD | +25.6% | +3.5% | +22.1% | +23.8% |
| 1Y | +29.7% | -9.2% | +38.8% | +31.2% |
| 3Y | +147.6% | +55.6% | +92.0% | +119.0% |
| 5Y | +160.1% | +12.0% | +148.2% | +143.2% |
| 10Y | +260.9% | +363.7% | -102.8% | +138.2% |
| All | +836.5% | +276.3% | +560.1% | +456.2% |
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