+113.1%
NYT vs PFG
+998.8%
-885.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -0.7% | -3.0% | +2.3% | +0.3% |
| 30D | +4.5% | +2.5% | +2.0% | +3.4% |
| 3M | -8.5% | +6.1% | -14.6% | -10.5% |
| 6M | -15.1% | +31.3% | -46.3% | -23.0% |
| YTD | -3.3% | +33.6% | -36.8% | -13.1% |
| 1Y | +17.0% | +48.5% | -31.5% | +1.1% |
| 3Y | +55.7% | +69.6% | -14.0% | +26.5% |
| 5Y | +38.9% | +111.5% | -72.6% | +2.6% |
| 10Y | +485.3% | +244.2% | +241.1% | +231.4% |
| All | +113.1% | +998.8% | -885.7% | -31.2% |
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