+79.0%
PL vs NYT
+40.3%
+38.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -7.5% | +0.3% | -7.9% | -7.7% |
| 30D | -25.6% | +7.0% | -32.5% | -27.9% |
| 3M | -45.6% | -7.9% | -37.7% | -44.4% |
| 6M | -29.5% | -15.0% | -14.5% | -25.6% |
| YTD | -9.7% | -1.3% | -8.4% | -12.6% |
| 1Y | +84.4% | +16.9% | +67.5% | +61.0% |
| 3Y | +550.0% | +58.9% | +491.1% | +370.5% |
| 5Y | +79.0% | +40.9% | +38.1% | +27.7% |
| All | +79.0% | +40.3% | +38.6% | +27.7% |
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