-49.1%
PNR vs NYT
+17.8%
-67.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -6.0% | -0.6% | -5.4% | -6.0% |
| 30D | -14.0% | +4.6% | -18.6% | -14.3% |
| 3M | -21.7% | -9.6% | -12.1% | -21.0% |
| 6M | -37.3% | -14.0% | -23.3% | -36.3% |
| YTD | -45.1% | -2.8% | -42.3% | -44.7% |
| 1Y | -49.1% | +15.6% | -64.7% | -50.1% |
| All | -49.1% | +17.8% | -67.0% | -50.1% |
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