+2.7%
PFE vs NYT
+4.6%
-1.9%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-09 to 2026-09-09.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -4.3% | -1.6% | -2.7% | -3.8% |
| 30D | +2.7% | +2.8% | -0.1% | +1.5% |
| All | +2.7% | +4.6% | -1.9% | +1.5% |
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 2026-08-09 to 2026-09-09: 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…
2026-08-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling