+84.5%
PR vs SONY
+373.2%
-288.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -4.2% | +11.1% | -15.3% | -8.3% |
| 3M | +10.0% | +14.7% | -4.7% | +3.7% |
| 6M | +15.6% | +18.8% | -3.2% | +7.0% |
| YTD | +68.2% | +5.7% | +62.4% | +61.8% |
| 1Y | +79.2% | -8.1% | +87.3% | +82.5% |
| 3Y | +94.9% | +64.0% | +30.9% | +50.8% |
| 5Y | +272.8% | +12.6% | +260.1% | +231.4% |
| All | +84.5% | +373.2% | -288.7% | +29.5% |
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