+13.5%
PSA vs SONY
+8.8%
+4.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.6% | -5.8% | +2.1% | -2.4% |
| 30D | -9.4% | -0.4% | -9.0% | -9.4% |
| 3M | -8.2% | +13.3% | -21.5% | -10.8% |
| 6M | -1.8% | +8.5% | -10.3% | -4.0% |
| YTD | +15.7% | -8.1% | +23.9% | +17.1% |
| 1Y | +6.3% | -17.9% | +24.2% | +9.9% |
| 3Y | +21.6% | +41.4% | -19.9% | +9.4% |
| 5Y | +13.5% | +9.3% | +4.2% | +2.8% |
| All | +13.5% | +8.8% | +4.7% | +2.8% |
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