-16.0%
PCG vs NYT
+16.5%
-32.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.9% |
| 7D | +1.9% | -3.9% | +5.8% | +2.1% |
| 30D | +8.5% | +4.3% | +4.2% | +8.2% |
| 3M | -22.9% | -11.7% | -11.2% | -22.7% |
| 6M | -16.8% | -14.4% | -2.3% | -16.9% |
| YTD | -15.8% | -3.0% | -12.7% | -15.3% |
| 1Y | -16.0% | +16.5% | -32.5% | -18.8% |
| All | -16.0% | +16.5% | -32.5% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling