-15.5%
PCG vs NYT
+55.5%
-71.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -18.9% | +4.5% | -23.4% | -19.2% |
| 3M | -15.8% | -8.5% | -7.3% | -15.2% |
| 6M | -22.6% | -15.1% | -7.5% | -21.5% |
| YTD | -12.2% | -3.3% | -8.9% | -12.5% |
| 1Y | -7.1% | +17.0% | -24.1% | -10.1% |
| All | -15.5% | +55.5% | -71.0% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling