+5,991.9%
PTC vs NYT
+772.2%
+5,219.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.9% |
| 7D | -12.8% | +0.3% | -13.1% | -12.9% |
| 30D | -9.8% | +7.0% | -16.7% | -12.0% |
| 3M | -2.1% | -7.9% | +5.8% | +0.2% |
| 6M | -18.1% | -15.0% | -3.1% | -14.2% |
| YTD | -23.5% | -1.3% | -22.2% | -24.2% |
| 1Y | -37.4% | +16.9% | -54.2% | -41.7% |
| 3Y | -7.2% | +58.9% | -66.1% | -24.0% |
| 5Y | +2.7% | +40.9% | -38.2% | -14.5% |
| 10Y | +203.4% | +471.8% | -268.4% | +42.9% |
| All | +5,991.9% | +772.2% | +5,219.7% | +2,185.5% |
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