+85.5%
PR vs NYT
+57.5%
+28.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | +17.4% | +7.0% | +10.4% | +16.1% |
| 3M | +21.8% | -7.9% | +29.7% | +23.1% |
| 6M | +27.6% | -15.0% | +42.6% | +30.6% |
| YTD | +71.4% | -1.3% | +72.7% | +68.7% |
| 1Y | +78.3% | +16.9% | +61.4% | +67.5% |
| 3Y | +85.5% | +58.9% | +26.6% | +55.3% |
| All | +85.5% | +57.5% | +28.0% | +55.3% |
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