+131.2%
PNC vs SONY
+42.2%
+89.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.6% | -2.7% | +2.1% | 0.0% |
| 30D | -4.4% | +1.5% | -5.9% | -4.7% |
| 3M | +5.2% | +13.0% | -7.8% | +2.4% |
| 6M | +20.6% | +11.2% | +9.4% | +17.3% |
| YTD | +19.8% | -6.6% | +26.4% | +21.5% |
| 1Y | +24.4% | -18.1% | +42.6% | +30.3% |
| 3Y | +131.2% | +42.1% | +89.2% | +107.4% |
| All | +131.2% | +42.2% | +89.0% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling