+268.2%
PR vs NYT
+56.4%
+211.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | +6.7% | +9.0% | -2.3% | +3.9% |
| 30D | -6.1% | +6.8% | -13.0% | -8.1% |
| 3M | +6.9% | +12.1% | -5.3% | +2.8% |
| 6M | +14.6% | -7.7% | +22.3% | +16.3% |
| YTD | +66.1% | +4.2% | +62.0% | +59.7% |
| 1Y | +77.0% | +14.3% | +62.7% | +64.1% |
| 3Y | +93.8% | +69.8% | +24.1% | +49.3% |
| 5Y | +268.2% | +57.7% | +210.6% | +162.1% |
| All | +268.2% | +56.4% | +211.9% | +162.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling