+29.3%
PSA vs NYT
+16.5%
+12.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +10.5% | -3.9% | +14.4% | +10.8% |
| 30D | +21.7% | +4.3% | +17.4% | +21.4% |
| 3M | +6.1% | -11.7% | +17.8% | +6.7% |
| 6M | +18.3% | -14.4% | +32.7% | +18.7% |
| YTD | +36.1% | -3.0% | +39.1% | +39.7% |
| 1Y | +29.3% | +16.5% | +12.8% | +33.7% |
| All | +29.3% | +16.5% | +12.8% | +33.7% |
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 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