+42.8%
PCG vs NYT
+38.8%
+4.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -20.6% | +4.6% | -25.2% | -21.1% |
| 3M | -17.6% | -9.6% | -8.0% | -16.4% |
| 6M | -23.5% | -14.0% | -9.5% | -22.0% |
| YTD | -13.6% | -2.8% | -10.8% | -14.0% |
| 1Y | -11.3% | +15.6% | -26.9% | -14.5% |
| 3Y | -16.9% | +56.3% | -73.2% | -25.6% |
| All | +42.8% | +38.8% | +4.0% | +9.8% |
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 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