+100.5%
PSA vs SONY
+293.1%
-192.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -1.8% | -2.7% | +0.9% | -1.3% |
| 30D | -8.4% | +1.5% | -9.9% | -8.7% |
| 3M | -7.8% | +13.0% | -20.8% | -10.1% |
| 6M | +0.8% | +11.2% | -10.4% | -1.6% |
| YTD | +16.5% | -6.6% | +23.1% | +17.4% |
| 1Y | +4.7% | -18.1% | +22.8% | +7.9% |
| 3Y | +21.1% | +42.1% | -21.0% | +11.1% |
| 5Y | +14.2% | +11.0% | +3.1% | +7.4% |
| All | +100.5% | +293.1% | -192.6% | +65.1% |
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