+169.5%
PR vs SONY
+385.7%
-216.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +2.9% | -1.2% | +4.1% | +3.3% |
| 30D | +18.0% | +9.4% | +8.6% | +14.2% |
| 3M | +16.9% | +10.5% | +6.4% | +12.1% |
| 6M | +28.2% | +11.7% | +16.5% | +21.7% |
| YTD | +69.3% | -4.1% | +73.4% | +69.9% |
| 1Y | +69.5% | -11.8% | +81.3% | +74.9% |
| 3Y | +81.7% | +45.9% | +35.8% | +50.1% |
| 5Y | +422.2% | +16.3% | +406.0% | +363.2% |
| 10Y | +110.4% | +297.6% | -187.2% | +57.9% |
| All | +169.5% | +385.7% | -216.2% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling