-39.8%
NOW vs PBR
+46.7%
-86.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.2% |
| 30D | -27.0% | -29.3% | +2.3% | -29.2% |
| 3M | -19.6% | +5.5% | -25.2% | -17.9% |
| 6M | +17.5% | -2.9% | +20.4% | +18.8% |
| YTD | -33.3% | +61.5% | -94.7% | -21.0% |
| 1Y | -39.8% | +46.9% | -86.7% | -30.3% |
| All | -39.8% | +46.7% | -86.6% | -30.3% |
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