-75.1%
PSKY vs SONY
+293.1%
-368.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | -2.4% | -2.7% | +0.3% | -1.3% |
| 30D | +11.6% | +1.5% | +10.0% | +10.7% |
| 3M | +1.5% | +13.0% | -11.5% | -4.2% |
| 6M | +7.7% | +11.2% | -3.5% | +1.8% |
| YTD | -20.1% | -6.6% | -13.5% | -18.5% |
| 1Y | -38.3% | -18.1% | -20.2% | -33.7% |
| 3Y | -17.7% | +42.1% | -59.8% | -33.5% |
| 5Y | -69.9% | +11.0% | -80.9% | -73.3% |
| All | -75.1% | +293.1% | -368.2% | -84.8% |
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 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