+23,435.8%
PH vs NYT
+754.7%
+22,681.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | -10.3% | +2.8% | -13.1% | -11.1% |
| 3M | +5.1% | -9.2% | +14.3% | +7.3% |
| 6M | +2.3% | -17.1% | +19.4% | +7.2% |
| YTD | +8.7% | -3.2% | +11.9% | +8.1% |
| 1Y | +26.8% | +15.7% | +11.1% | +18.8% |
| 3Y | +139.2% | +55.7% | +83.5% | +100.3% |
| 5Y | +251.1% | +39.4% | +211.7% | +197.1% |
| 10Y | +812.6% | +485.6% | +327.0% | +368.1% |
| All | +23,435.8% | +754.7% | +22,681.0% | +9,527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling