+3,942.5%
PNC vs SONY
+514.2%
+3,428.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.7% | -4.9% | +4.2% | +0.7% |
| 30D | -4.4% | -1.6% | -2.8% | -4.0% |
| 3M | +4.5% | +10.0% | -5.5% | +1.1% |
| 6M | +19.1% | +8.4% | +10.6% | +15.2% |
| YTD | +18.0% | -8.4% | +26.5% | +19.7% |
| 1Y | +24.1% | -18.4% | +42.4% | +29.8% |
| 3Y | +130.0% | +41.0% | +89.0% | +100.6% |
| 5Y | +50.4% | +9.3% | +41.1% | +39.7% |
| 10Y | +271.3% | +281.7% | -10.4% | +134.5% |
| All | +3,942.5% | +514.2% | +3,428.3% | +1,607.3% |
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