-7.2%
PTC vs SONY
+41.5%
-48.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -4.5% |
| 7D | -12.8% | -5.2% | -7.6% | -11.6% |
| 30D | -9.8% | +0.3% | -10.1% | -9.8% |
| 3M | -2.1% | +6.2% | -8.3% | -3.6% |
| 6M | -18.1% | +9.5% | -27.6% | -20.0% |
| YTD | -23.5% | -8.1% | -15.4% | -22.2% |
| 1Y | -37.4% | -17.9% | -19.4% | -34.5% |
| 3Y | -7.2% | +41.5% | -48.7% | -17.1% |
| All | -7.2% | +41.5% | -48.7% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling