+263.2%
PR vs SONY
+10.4%
+252.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +6.7% | -3.2% | +9.9% | +7.7% |
| 30D | -6.1% | +9.6% | -15.7% | -9.2% |
| 3M | +6.9% | +13.3% | -6.4% | +1.9% |
| 6M | +14.6% | +20.3% | -5.7% | +6.6% |
| YTD | +66.1% | +4.1% | +62.0% | +62.7% |
| 1Y | +77.0% | -11.9% | +88.9% | +85.3% |
| 3Y | +93.8% | +56.6% | +37.2% | +54.5% |
| All | +263.2% | +10.4% | +252.8% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling