-20.3%
PNR vs SONY
+9.6%
-30.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -6.0% | -2.7% | -3.3% | -5.1% |
| 30D | -14.0% | +1.5% | -15.5% | -14.5% |
| 3M | -21.7% | +13.0% | -34.7% | -25.4% |
| 6M | -37.3% | +11.2% | -48.5% | -40.2% |
| YTD | -45.1% | -6.6% | -38.5% | -44.2% |
| 1Y | -49.1% | -18.1% | -31.0% | -45.8% |
| 3Y | -14.8% | +42.1% | -56.9% | -29.6% |
| All | -20.3% | +9.6% | -30.0% | -30.3% |
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 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