+253.0%
SONY vs PFG
+1,015.3%
-762.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -1.2% | +5.5% | -6.7% | -2.9% |
| 30D | +9.4% | +2.4% | +7.1% | +8.5% |
| 3M | +10.5% | +13.6% | -3.1% | +5.9% |
| 6M | +11.7% | +27.9% | -16.2% | +3.1% |
| YTD | -4.1% | +35.6% | -39.6% | -13.2% |
| 1Y | -11.8% | +48.5% | -60.2% | -22.4% |
| 3Y | +45.9% | +66.9% | -21.0% | +22.6% |
| 5Y | +16.3% | +111.0% | -94.7% | -10.1% |
| 10Y | +297.6% | +244.5% | +53.1% | +146.6% |
| All | +253.0% | +1,015.3% | -762.3% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling