-38.7%
NOW vs PBR
+74.7%
-113.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -0.9% |
| 7D | -27.5% | -11.0% | -16.5% | -28.2% |
| 30D | -20.0% | -18.8% | -1.3% | -21.4% |
| 3M | -7.9% | +7.8% | -15.7% | -6.3% |
| 6M | +18.3% | -7.6% | +25.9% | +17.9% |
| YTD | -29.0% | +72.7% | -101.6% | -19.6% |
| 1Y | -38.7% | +72.9% | -111.7% | -31.4% |
| All | -38.7% | +74.7% | -113.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling