+92.5%
PR vs SONY
+61.0%
+31.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +6.7% | -3.2% | +9.9% | +7.2% |
| 30D | -6.1% | +9.6% | -15.7% | -7.8% |
| 3M | +6.9% | +13.3% | -6.4% | +4.1% |
| 6M | +14.6% | +20.3% | -5.7% | +10.2% |
| YTD | +66.1% | +4.1% | +62.0% | +66.1% |
| 1Y | +77.0% | -11.9% | +88.9% | +85.7% |
| All | +92.5% | +61.0% | +31.5% | +85.5% |
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 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