+56.6%
PPL vs NYT
+73.3%
-16.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.0% | +9.3% | -10.3% | -1.5% |
| 30D | +3.0% | +10.0% | -7.0% | +2.4% |
| 3M | +1.1% | +14.5% | -13.4% | +0.2% |
| 6M | -0.8% | -5.4% | +4.6% | -0.5% |
| YTD | +3.5% | +6.0% | -2.5% | +2.5% |
| 1Y | -0.9% | +16.7% | -17.6% | -2.7% |
| All | +56.6% | +73.3% | -16.7% | +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