+39.5%
PL vs NYT
+56.7%
-17.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +5.6% | +8.1% | -2.5% | +2.3% |
| 30D | -16.9% | +9.4% | -26.4% | -20.1% |
| 3M | -38.2% | +12.4% | -50.6% | -41.8% |
| 6M | -63.4% | -8.0% | -55.5% | -62.9% |
| YTD | -27.6% | +5.8% | -33.5% | -32.6% |
| 1Y | +6.6% | +17.4% | -10.8% | -7.0% |
| 3Y | +557.6% | +72.4% | +485.2% | +346.8% |
| 5Y | +39.5% | +61.3% | -21.8% | -6.0% |
| All | +39.5% | +56.7% | -17.2% | -6.0% |
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