-76.3%
PCG vs NYT
+489.9%
-566.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -20.6% | +4.6% | -25.2% | -21.4% |
| 3M | -17.6% | -9.6% | -8.0% | -15.9% |
| 6M | -23.5% | -14.0% | -9.5% | -21.2% |
| YTD | -13.6% | -2.8% | -10.8% | -14.0% |
| 1Y | -11.3% | +15.6% | -26.9% | -15.7% |
| 3Y | -16.9% | +56.3% | -73.2% | -28.4% |
| 5Y | +50.8% | +39.5% | +11.3% | +30.0% |
| All | -76.3% | +489.9% | -566.2% | -82.3% |
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