-14.8%
PNR vs SONY
+42.2%
-57.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -6.0% | -2.7% | -3.3% | -5.3% |
| 30D | -14.0% | +1.5% | -15.5% | -14.4% |
| 3M | -21.7% | +13.0% | -34.7% | -24.6% |
| 6M | -37.3% | +11.2% | -48.5% | -39.6% |
| YTD | -45.1% | -6.6% | -38.5% | -44.3% |
| 1Y | -49.1% | -18.1% | -31.0% | -46.4% |
| 3Y | -14.8% | +42.1% | -56.9% | -24.9% |
| All | -14.8% | +42.2% | -57.1% | -24.9% |
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