+6.5%
PTC vs NYT
+38.8%
-32.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | +10.5% | -9.6% | +20.0% | +13.6% |
| 6M | -17.8% | -14.0% | -3.8% | -14.6% |
| YTD | -24.9% | -2.8% | -22.1% | -25.4% |
| 1Y | -36.8% | +15.6% | -52.4% | -41.1% |
| 3Y | -8.7% | +56.3% | -65.0% | -25.7% |
| All | +6.5% | +38.8% | -32.3% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling