+218.5%
PWR vs NYT
+56.2%
+162.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +4.2% | -0.6% | +4.8% | +4.2% |
| 30D | -4.0% | +4.6% | -8.6% | -4.4% |
| 3M | -4.8% | -9.6% | +4.8% | -4.3% |
| 6M | +14.6% | -14.0% | +28.6% | +16.1% |
| YTD | +54.2% | -2.8% | +57.1% | +52.4% |
| 1Y | +67.1% | +15.6% | +51.5% | +58.8% |
| 3Y | +218.5% | +56.3% | +162.1% | +153.4% |
| All | +218.5% | +56.2% | +162.2% | +153.4% |
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