-21.0%
PFE vs NYT
+39.3%
-60.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -4.0% | -0.7% | -3.3% | -4.0% |
| 30D | +3.9% | +4.5% | -0.6% | +3.5% |
| 3M | +9.9% | -8.5% | +18.4% | +10.5% |
| 6M | +5.3% | -15.1% | +20.3% | +6.5% |
| YTD | +16.8% | -3.3% | +20.1% | +16.6% |
| 1Y | +20.4% | +17.0% | +3.4% | +18.1% |
| 3Y | -2.1% | +55.7% | -57.8% | -7.5% |
| 5Y | -21.0% | +38.9% | -59.8% | -27.4% |
| All | -21.0% | +39.3% | -60.3% | -27.4% |
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