+167.7%
PR vs NYT
+531.4%
-363.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | +6.0% | +6.5% | -0.5% | +3.7% |
| 30D | -4.2% | +8.4% | -12.6% | -6.9% |
| 3M | +10.0% | +13.9% | -4.0% | +4.7% |
| 6M | +15.6% | -4.8% | +20.4% | +16.0% |
| YTD | +68.2% | +6.2% | +62.0% | +60.7% |
| 1Y | +79.2% | +14.3% | +64.9% | +66.5% |
| 3Y | +94.9% | +73.6% | +21.3% | +51.7% |
| 5Y | +272.8% | +60.6% | +212.1% | +189.4% |
| 10Y | +84.6% | +550.8% | -466.2% | +16.3% |
| All | +167.7% | +531.4% | -363.7% | +67.7% |
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