+55.3%
PPL vs NYT
+57.5%
-2.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +1.8% | +0.3% | +1.4% | +1.7% |
| 30D | -1.1% | +7.0% | -8.0% | -1.5% |
| 3M | 0.0% | -7.9% | +7.9% | +0.5% |
| 6M | -7.6% | -15.0% | +7.4% | -6.7% |
| YTD | +1.7% | -1.3% | +3.0% | +1.2% |
| 1Y | +1.5% | +16.9% | -15.4% | -0.6% |
| 3Y | +55.3% | +58.9% | -3.7% | +40.5% |
| All | +55.3% | +57.5% | -2.3% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling