+65.2%
PR vs SONY
+369.0%
-303.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.6% |
| 7D | -16.4% | +6.7% | -23.1% | -18.7% |
| 30D | -1.9% | +14.8% | -16.7% | -7.2% |
| 3M | +8.0% | +16.9% | -8.9% | +1.1% |
| 6M | +4.1% | +30.2% | -26.1% | -7.2% |
| YTD | +58.7% | +5.5% | +53.2% | +52.9% |
| 1Y | +75.8% | -4.6% | +80.4% | +76.0% |
| 3Y | +73.2% | +57.2% | +15.9% | +36.3% |
| 5Y | +230.1% | +12.1% | +218.1% | +194.2% |
| All | +65.2% | +369.0% | -303.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling