+200.2%
PTC vs NYT
+489.9%
-289.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | -11.6% | +4.6% | -16.2% | -12.9% |
| 3M | +10.5% | -9.6% | +20.0% | +13.5% |
| 6M | -17.8% | -14.0% | -3.8% | -14.7% |
| YTD | -24.9% | -2.8% | -22.1% | -25.2% |
| 1Y | -36.8% | +15.6% | -52.4% | -40.6% |
| 3Y | -8.7% | +56.3% | -65.0% | -23.5% |
| 5Y | +4.1% | +39.5% | -35.4% | -12.9% |
| All | +200.2% | +489.9% | -289.8% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling