+56.3%
NYT vs PSLV
+165.9%
-109.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.6% | -3.5% | +2.9% | -0.6% |
| 30D | +4.6% | -2.1% | +6.7% | +4.6% |
| 3M | -9.6% | -1.6% | -7.9% | -9.5% |
| 6M | -14.0% | -25.5% | +11.5% | -13.8% |
| YTD | -2.8% | -11.4% | +8.6% | -4.0% |
| 1Y | +15.6% | +48.6% | -33.0% | +10.0% |
| 3Y | +56.3% | +166.9% | -110.6% | +37.9% |
| All | +56.3% | +165.9% | -109.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling