+213.5%
PAAS vs NYT
+489.9%
-276.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.9% | -0.6% | -1.4% | -1.9% |
| 30D | -3.6% | +4.6% | -8.1% | -4.2% |
| 3M | +8.6% | -9.6% | +18.1% | +9.5% |
| 6M | -16.7% | -14.0% | -2.7% | -15.4% |
| YTD | -1.9% | -2.8% | +0.9% | -2.3% |
| 1Y | +38.0% | +15.6% | +22.4% | +33.9% |
| 3Y | +234.9% | +56.3% | +178.6% | +207.4% |
| 5Y | +119.5% | +39.5% | +80.0% | +100.8% |
| All | +213.5% | +489.9% | -276.5% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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