+169.5%
PR vs NYT
+481.3%
-311.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +18.0% | +2.7% | +15.3% | +16.9% |
| 3M | +16.9% | -10.3% | +27.2% | +20.2% |
| 6M | +28.2% | -16.6% | +44.8% | +34.4% |
| YTD | +69.3% | -2.3% | +71.6% | +67.0% |
| 1Y | +69.5% | +15.0% | +54.5% | +57.3% |
| 3Y | +81.7% | +57.1% | +24.5% | +46.5% |
| 5Y | +422.2% | +37.2% | +385.1% | +328.7% |
| 10Y | +110.4% | +464.3% | -354.0% | +35.2% |
| All | +169.5% | +481.3% | -311.9% | +74.3% |
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 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