-33.9%
PTC vs NYT
+15.2%
-49.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.4% | -6.1% |
| 7D | -10.3% | -1.3% | -9.0% | -10.1% |
| 30D | +1.1% | +2.7% | -1.6% | +0.7% |
| 3M | +1.6% | -10.3% | +11.9% | +2.6% |
| 6M | -13.5% | -16.6% | +3.1% | -12.7% |
| YTD | -19.1% | -2.3% | -16.8% | -18.1% |
| 1Y | -33.9% | +15.0% | -48.9% | -29.9% |
| All | -33.9% | +15.2% | -49.1% | -29.9% |
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 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