+134.1%
PSX vs NYT
+56.2%
+77.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +15.6% | +4.6% | +11.1% | +14.8% |
| 3M | +46.5% | -9.6% | +56.0% | +48.2% |
| 6M | +55.0% | -14.0% | +69.0% | +57.7% |
| YTD | +105.3% | -2.8% | +108.1% | +102.6% |
| 1Y | +101.6% | +15.6% | +86.0% | +90.3% |
| 3Y | +134.1% | +56.3% | +77.8% | +100.9% |
| All | +134.1% | +56.2% | +77.9% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling