+15.2%
NYT vs PSLV
+6.6%
+8.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -5.5% | -0.1% | -5.5% | -5.5% |
| 30D | +2.7% | -15.6% | +18.4% | +2.3% |
| 3M | +0.5% | -16.6% | +17.1% | +0.1% |
| 6M | -14.6% | -28.5% | +13.9% | -14.8% |
| YTD | -4.4% | -28.7% | +24.3% | -4.4% |
| 1Y | +15.2% | +5.8% | +9.4% | +15.1% |
| All | +15.2% | +6.6% | +8.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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