+3,435.9%
PNR vs SONY
+516.3%
+2,919.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -5.5% | -5.8% | +0.3% | -3.9% |
| 30D | -15.6% | -0.4% | -15.2% | -15.5% |
| 3M | -20.2% | +13.3% | -33.5% | -23.1% |
| 6M | -36.6% | +8.5% | -45.1% | -38.4% |
| YTD | -45.0% | -8.1% | -36.9% | -44.1% |
| 1Y | -47.4% | -17.9% | -29.5% | -45.1% |
| 3Y | -13.7% | +41.4% | -55.2% | -23.4% |
| 5Y | -20.8% | +9.3% | -30.1% | -25.3% |
| 10Y | +65.2% | +283.0% | -217.8% | +10.8% |
| All | +3,435.9% | +516.3% | +2,919.6% | +1,843.7% |
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