+9.3%
SONY vs PFG
+108.9%
-99.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -5.8% | -3.0% | -2.8% | -4.6% |
| 30D | -0.4% | +2.5% | -2.9% | -1.5% |
| 3M | +13.3% | +6.1% | +7.2% | +10.3% |
| 6M | +8.5% | +31.3% | -22.8% | -3.4% |
| YTD | -8.1% | +33.6% | -41.7% | -19.1% |
| 1Y | -17.9% | +48.5% | -66.4% | -30.9% |
| 3Y | +41.4% | +69.6% | -28.2% | +10.7% |
| 5Y | +9.3% | +111.5% | -102.2% | -23.1% |
| All | +9.3% | +108.9% | -99.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling