+2,558.8%
PPG vs NYT
+758.3%
+1,800.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -6.2% | -0.6% | -5.7% | -6.1% |
| 30D | -7.9% | +4.6% | -12.5% | -9.2% |
| 3M | -10.2% | -9.6% | -0.6% | -8.2% |
| 6M | +2.7% | -14.0% | +16.7% | +6.2% |
| YTD | +4.9% | -2.8% | +7.7% | +4.3% |
| 1Y | -3.2% | +15.6% | -18.8% | -8.6% |
| 3Y | -17.0% | +56.3% | -73.3% | -29.4% |
| 5Y | -23.3% | +39.5% | -62.8% | -34.1% |
| 10Y | +26.4% | +488.0% | -461.6% | -33.0% |
| All | +2,558.8% | +758.3% | +1,800.4% | +980.9% |
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