+13,676.9%
PSA vs NYT
+754.3%
+12,922.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -9.4% | +4.5% | -13.8% | -10.3% |
| 3M | -8.2% | -8.5% | +0.3% | -6.8% |
| 6M | -1.8% | -15.1% | +13.2% | +1.1% |
| YTD | +15.7% | -3.3% | +19.0% | +15.5% |
| 1Y | +6.3% | +17.0% | -10.7% | +1.5% |
| 3Y | +21.6% | +55.7% | -34.1% | +7.2% |
| 5Y | +13.5% | +38.9% | -25.4% | +0.3% |
| 10Y | +101.3% | +485.3% | -384.0% | +17.9% |
| All | +13,676.9% | +754.3% | +12,922.5% | +6,868.5% |
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