+86.1%
PL vs NYT
+15.8%
+70.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -9.0% | -0.7% | -8.3% | -9.2% |
| 30D | -29.6% | +4.5% | -34.0% | -28.9% |
| 3M | -45.7% | -8.5% | -37.1% | -45.9% |
| 6M | -34.3% | -15.1% | -19.2% | -33.9% |
| YTD | -15.4% | -3.3% | -12.1% | -7.2% |
| 1Y | +86.1% | +17.0% | +69.1% | +155.8% |
| All | +86.1% | +15.8% | +70.2% | +155.8% |
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