+85.0%
PR vs SONY
+46.4%
+38.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +2.9% | -1.2% | +4.1% | +3.1% |
| 30D | +18.0% | +9.4% | +8.6% | +15.9% |
| 3M | +16.9% | +10.5% | +6.4% | +14.5% |
| 6M | +28.2% | +11.7% | +16.5% | +25.0% |
| YTD | +69.3% | -4.1% | +73.4% | +71.9% |
| 1Y | +69.5% | -11.8% | +81.3% | +75.8% |
| All | +85.0% | +46.4% | +38.6% | +71.0% |
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