+469.4%
PWR vs NYT
+38.8%
+430.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +4.2% | -0.6% | +4.8% | +4.3% |
| 30D | -4.0% | +4.6% | -8.6% | -5.0% |
| 3M | -4.8% | -9.6% | +4.8% | -3.5% |
| 6M | +14.6% | -14.0% | +28.6% | +17.3% |
| YTD | +54.2% | -2.8% | +57.1% | +52.3% |
| 1Y | +67.1% | +15.6% | +51.5% | +56.6% |
| 3Y | +218.5% | +56.3% | +162.1% | +164.2% |
| All | +469.4% | +38.8% | +430.6% | +378.0% |
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