+1,924.6%
NOW vs PBR
+267.2%
+1,657.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -8.7% | -13.3% | +4.5% | -7.1% |
| 30D | -29.3% | -27.7% | -1.5% | -26.5% |
| 3M | -21.8% | +2.7% | -24.5% | -22.4% |
| 6M | +9.2% | -6.7% | +16.0% | +9.5% |
| YTD | -35.0% | +60.9% | -95.9% | -39.6% |
| 1Y | -42.5% | +46.6% | -89.1% | -46.0% |
| 3Y | -21.5% | +69.1% | -90.6% | -28.4% |
| 5Y | -25.8% | +469.6% | -495.4% | -43.9% |
| 10Y | +506.3% | +523.4% | -17.0% | +317.9% |
| All | +1,924.6% | +267.2% | +1,657.4% | +1,348.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling