+6,346.6%
PTC vs SONY
+543.6%
+5,803.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.4% |
| 7D | -10.3% | -1.2% | -9.1% | -9.8% |
| 30D | +1.1% | +9.4% | -8.3% | -2.7% |
| 3M | +1.6% | +10.5% | -8.9% | -3.0% |
| 6M | -13.5% | +11.7% | -25.2% | -18.3% |
| YTD | -19.1% | -4.1% | -15.0% | -18.7% |
| 1Y | -33.9% | -11.8% | -22.1% | -31.6% |
| 3Y | -3.9% | +45.9% | -49.8% | -22.6% |
| 5Y | +6.0% | +16.3% | -10.3% | -7.1% |
| 10Y | +223.7% | +297.6% | -73.9% | +61.7% |
| All | +6,346.6% | +543.6% | +5,803.1% | +2,072.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling