+83.0%
PL vs NYT
+50.4%
+32.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.3% | -1.3% | -8.0% | -8.8% |
| 30D | -18.9% | +2.7% | -21.7% | -20.0% |
| 3M | -58.4% | -10.3% | -48.1% | -57.1% |
| 6M | -30.3% | -16.6% | -13.7% | -26.1% |
| YTD | -8.1% | -2.3% | -5.9% | -10.4% |
| 1Y | +180.5% | +15.0% | +165.5% | +149.2% |
| 3Y | +444.1% | +57.1% | +387.0% | +306.8% |
| 5Y | +83.0% | +37.2% | +45.9% | +32.1% |
| All | +83.0% | +50.4% | +32.6% | +32.9% |
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