+69.5%
PR vs NYT
+15.2%
+54.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +2.9% | -1.3% | +4.2% | +2.9% |
| 30D | +18.0% | +2.7% | +15.3% | +18.0% |
| 3M | +16.9% | -10.3% | +27.2% | +17.0% |
| 6M | +28.2% | -16.6% | +44.8% | +29.2% |
| YTD | +69.3% | -2.3% | +71.6% | +65.6% |
| 1Y | +69.5% | +15.0% | +54.5% | +47.5% |
| All | +69.5% | +15.2% | +54.3% | +47.5% |
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 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