+797.8%
PH vs NYT
+489.9%
+307.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -11.0% | +4.6% | -15.6% | -12.3% |
| 3M | +5.5% | -9.6% | +15.1% | +7.9% |
| 6M | +1.5% | -14.0% | +15.5% | +5.2% |
| YTD | +8.8% | -2.8% | +11.6% | +7.7% |
| 1Y | +24.5% | +15.6% | +8.9% | +15.8% |
| 3Y | +141.2% | +56.3% | +84.9% | +96.9% |
| 5Y | +256.3% | +39.5% | +216.8% | +193.5% |
| All | +797.8% | +489.9% | +307.9% | +363.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling