+120.8%
PAAS vs NYT
+39.3%
+81.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -1.9% | +4.5% | -6.3% | -2.5% |
| 3M | +15.1% | -8.5% | +23.6% | +15.9% |
| 6M | -17.1% | -15.1% | -2.0% | -15.4% |
| YTD | -1.3% | -3.3% | +2.0% | -1.9% |
| 1Y | +41.1% | +17.0% | +24.1% | +35.2% |
| 3Y | +244.2% | +55.7% | +188.5% | +206.4% |
| 5Y | +120.8% | +38.9% | +82.0% | +89.2% |
| All | +120.8% | +39.3% | +81.5% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling