+3,426.6%
PNR vs NYT
+758.3%
+2,668.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -6.0% | -0.6% | -5.4% | -5.9% |
| 30D | -14.0% | +4.6% | -18.6% | -15.1% |
| 3M | -21.7% | -9.6% | -12.1% | -20.0% |
| 6M | -37.3% | -14.0% | -23.3% | -35.2% |
| YTD | -45.1% | -2.8% | -42.3% | -45.4% |
| 1Y | -49.1% | +15.6% | -64.7% | -51.9% |
| 3Y | -14.8% | +56.3% | -71.1% | -27.1% |
| 5Y | -21.0% | +39.5% | -60.5% | -31.7% |
| 10Y | +64.7% | +488.0% | -423.3% | -8.9% |
| All | +3,426.6% | +758.3% | +2,668.3% | +1,507.0% |
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 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