+2,090.1%
PPL vs NYT
+763.5%
+1,326.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | -1.3% | +4.0% | +2.8% |
| 30D | +0.5% | +2.7% | -2.3% | +0.1% |
| 3M | +0.7% | -10.3% | +11.0% | +1.8% |
| 6M | -7.6% | -16.6% | +9.0% | -5.9% |
| YTD | +1.8% | -2.3% | +4.1% | +1.6% |
| 1Y | -0.8% | +15.0% | -15.8% | -3.1% |
| 3Y | +56.9% | +57.1% | -0.3% | +46.0% |
| 5Y | +39.5% | +37.2% | +2.4% | +30.3% |
| 10Y | +55.4% | +464.3% | -409.0% | +19.3% |
| All | +2,090.1% | +763.5% | +1,326.6% | +1,337.4% |
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