-29.0%
NOW vs PBR
+76.4%
-105.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.0% |
| 30D | +2.9% | +17.5% | -14.7% | +4.6% |
| 3M | +22.6% | +20.9% | +1.7% | +24.9% |
| 6M | +7.5% | +20.2% | -12.7% | +10.3% |
| YTD | -14.4% | +84.3% | -98.7% | -6.9% |
| All | -29.0% | +76.4% | -105.4% | -24.1% |
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