+1,260.8%
PAAS vs NYT
+815.3%
+445.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -0.1% | +7.0% | -7.0% | -1.0% |
| 3M | +8.2% | -7.9% | +16.1% | +9.0% |
| 6M | -13.8% | -15.0% | +1.2% | -12.3% |
| YTD | -0.6% | -1.3% | +0.6% | -1.1% |
| 1Y | +44.0% | +16.9% | +27.1% | +39.9% |
| 3Y | +246.6% | +58.9% | +187.7% | +220.3% |
| 5Y | +116.1% | +40.9% | +75.2% | +100.3% |
| 10Y | +202.7% | +471.8% | -269.1% | +127.4% |
| All | +1,260.8% | +815.3% | +445.5% | +740.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling