+289.0%
SONY vs PFG
+985.4%
-696.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | +2.4% | -2.1% | -0.5% |
| 30D | +11.1% | +5.9% | +5.3% | +9.0% |
| 3M | +14.7% | -0.4% | +15.1% | +14.5% |
| 6M | +18.8% | +14.8% | +3.9% | +13.2% |
| YTD | +5.7% | +31.9% | -26.2% | -3.7% |
| 1Y | -8.1% | +38.8% | -46.9% | -17.6% |
| 3Y | +64.0% | +82.4% | -18.4% | +33.9% |
| 5Y | +12.6% | +94.7% | -82.1% | -10.9% |
| 10Y | +373.8% | +187.0% | +186.8% | +210.4% |
| All | +289.0% | +985.4% | -696.3% | +35.1% |
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 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