+0.8%
NOW vs PBR
+566.8%
-566.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | +2.9% | +17.5% | -14.7% | +1.7% |
| 3M | +22.6% | +20.9% | +1.7% | +20.7% |
| 6M | +7.5% | +20.2% | -12.7% | +5.8% |
| YTD | -14.4% | +84.3% | -98.7% | -18.9% |
| 1Y | -29.8% | +77.1% | -106.9% | -33.4% |
| 3Y | +9.2% | +100.8% | -91.6% | +1.6% |
| 5Y | +0.8% | +556.1% | -555.3% | -17.2% |
| All | +0.8% | +566.8% | -566.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling