+286.6%
SONY vs PFGC
+292.9%
-6.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -2.7% | -4.8% | +2.1% | -1.9% |
| 30D | +1.5% | -12.5% | +14.1% | +3.7% |
| 3M | +13.0% | -9.7% | +22.7% | +14.9% |
| 6M | +11.2% | +7.0% | +4.2% | +10.0% |
| YTD | -6.6% | +4.5% | -11.1% | -7.5% |
| 1Y | -18.1% | -11.6% | -6.5% | -16.9% |
| 3Y | +42.1% | +58.5% | -16.4% | +31.4% |
| 5Y | +11.0% | +112.6% | -101.5% | -2.4% |
| All | +286.6% | +292.9% | -6.3% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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