+1,978.3%
NOW vs PBR
+268.4%
+1,709.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -27.0% | -29.3% | +2.3% | -23.9% |
| 3M | -19.6% | +5.5% | -25.2% | -20.5% |
| 6M | +17.5% | -2.9% | +20.4% | +17.2% |
| YTD | -33.3% | +61.5% | -94.7% | -38.0% |
| 1Y | -39.8% | +46.9% | -86.7% | -43.5% |
| 3Y | -19.9% | +66.4% | -86.4% | -26.8% |
| 5Y | -26.1% | +460.3% | -486.4% | -44.0% |
| 10Y | +518.7% | +564.6% | -45.9% | +323.7% |
| All | +1,978.3% | +268.4% | +1,709.9% | +1,386.4% |
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 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