+3.2%
PEP vs NYT
+38.2%
-35.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | -0.2% | +4.5% | -4.7% | -0.5% |
| 3M | -4.3% | -8.5% | +4.2% | -3.9% |
| 6M | -13.2% | -15.1% | +1.9% | -12.5% |
| YTD | -1.9% | -3.3% | +1.4% | -2.0% |
| 1Y | -0.3% | +17.0% | -17.3% | -1.7% |
| 3Y | -13.6% | +55.7% | -69.3% | -17.0% |
| All | +3.2% | +38.2% | -35.0% | -5.5% |
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