-18.1%
SONY vs PFGC
-10.1%
-8.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -2.7% | -4.8% | +2.1% | -1.5% |
| 30D | +1.5% | -12.5% | +14.1% | +4.9% |
| 3M | +13.0% | -9.7% | +22.7% | +16.3% |
| 6M | +11.2% | +7.0% | +4.2% | +10.6% |
| YTD | -6.6% | +4.5% | -11.1% | -6.5% |
| 1Y | -18.1% | -11.6% | -6.5% | -16.9% |
| All | -18.1% | -10.1% | -8.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling