+11.8%
NOW vs PBR
+98.1%
-86.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.5% | -8.5% | -5.1% |
| 7D | -6.1% | +2.5% | -8.5% | -6.2% |
| 30D | +7.5% | +19.4% | -11.9% | +6.8% |
| 3M | +17.5% | +20.8% | -3.3% | +16.5% |
| 6M | +7.9% | +23.5% | -15.5% | +6.6% |
| YTD | -12.4% | +83.4% | -95.8% | -16.2% |
| 1Y | -28.6% | +77.6% | -106.1% | -31.6% |
| 3Y | +11.8% | +99.9% | -88.0% | +3.6% |
| All | +11.8% | +98.1% | -86.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling