-0.4%
PL vs NYT
+16.5%
-16.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.4% | -6.5% |
| 7D | -11.7% | -3.9% | -7.8% | -12.2% |
| 30D | -27.1% | +4.3% | -31.4% | -26.7% |
| 3M | -44.6% | -11.7% | -32.9% | -45.3% |
| 6M | -67.2% | -14.4% | -52.8% | -67.2% |
| YTD | -35.9% | -3.0% | -32.8% | -29.0% |
| 1Y | -0.4% | +16.5% | -16.9% | +28.4% |
| All | -0.4% | +16.5% | -16.9% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling