+375.7%
SONY vs PFG
+184.0%
+191.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | +2.4% | -2.1% | -0.6% |
| 30D | +11.1% | +5.9% | +5.3% | +8.9% |
| 3M | +14.7% | -0.4% | +15.1% | +14.5% |
| 6M | +18.8% | +14.8% | +3.9% | +12.7% |
| YTD | +5.7% | +31.9% | -26.2% | -4.5% |
| 1Y | -8.1% | +38.8% | -46.9% | -18.4% |
| 3Y | +64.0% | +82.4% | -18.4% | +31.6% |
| 5Y | +12.6% | +94.7% | -82.1% | -12.5% |
| All | +375.7% | +184.0% | +191.7% | +213.6% |
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