+286.6%
SONY vs PFG
+251.1%
+35.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | +1.5% | +2.9% | -1.4% | +0.5% |
| 3M | +13.0% | +6.7% | +6.3% | +10.3% |
| 6M | +11.2% | +33.8% | -22.6% | +0.5% |
| YTD | -6.6% | +35.0% | -41.6% | -16.0% |
| 1Y | -18.1% | +46.4% | -64.5% | -28.4% |
| 3Y | +42.1% | +71.6% | -29.6% | +16.6% |
| 5Y | +11.0% | +113.7% | -102.6% | -15.8% |
| All | +286.6% | +251.1% | +35.5% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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