+312.4%
PTC vs SONY
+366.0%
-53.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +0.8% | -3.2% | +4.0% | +2.2% |
| 30D | +1.2% | +9.6% | -8.4% | -3.0% |
| 3M | +32.6% | +13.3% | +19.4% | +25.1% |
| 6M | +36.1% | +20.3% | +15.8% | +24.6% |
| YTD | +12.7% | +4.1% | +8.5% | +9.1% |
| 1Y | +10.2% | -11.9% | +22.1% | +14.9% |
| 3Y | +29.4% | +56.6% | -27.2% | -1.4% |
| 5Y | +61.1% | +10.9% | +50.2% | +43.1% |
| All | +312.4% | +366.0% | -53.6% | +89.2% |
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