-1.3%
PPL vs NYT
+15.8%
-17.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | -2.2% | +4.5% | -6.7% | -2.3% |
| 3M | -3.1% | -8.5% | +5.5% | -2.8% |
| 6M | -8.1% | -15.1% | +6.9% | -7.9% |
| YTD | 0.0% | -3.3% | +3.3% | -1.0% |
| 1Y | -1.3% | +17.0% | -18.3% | -3.7% |
| All | -1.3% | +15.8% | -17.2% | -3.7% |
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 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