-21.5%
NOW vs PBR
+68.2%
-89.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -8.7% | -13.3% | +4.5% | -8.4% |
| 30D | -29.3% | -27.7% | -1.5% | -28.8% |
| 3M | -21.8% | +2.7% | -24.5% | -22.1% |
| 6M | +9.2% | -6.7% | +16.0% | +9.3% |
| YTD | -35.0% | +60.9% | -95.9% | -37.6% |
| 1Y | -42.5% | +46.6% | -89.1% | -44.3% |
| 3Y | -21.5% | +69.1% | -90.6% | -24.4% |
| All | -21.5% | +68.2% | -89.7% | -24.4% |
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 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