-70.5%
PSKY vs SONY
+8.8%
-79.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -6.0% | -5.8% | -0.2% | -3.6% |
| 30D | +10.7% | -0.4% | +11.0% | +10.6% |
| 3M | +1.2% | +13.3% | -12.1% | -4.9% |
| 6M | +1.5% | +8.5% | -7.0% | -3.2% |
| YTD | -21.8% | -8.1% | -13.6% | -19.5% |
| 1Y | -30.2% | -17.9% | -12.3% | -24.8% |
| 3Y | -20.1% | +41.4% | -61.5% | -37.7% |
| 5Y | -70.5% | +9.3% | -79.8% | -75.3% |
| All | -70.5% | +8.8% | -79.3% | -75.3% |
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 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