+499.2%
NOW vs PCG
-77.4%
+576.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -3.0% | -1.6% | -1.4% | -2.9% |
| 30D | -26.0% | +1.4% | -27.4% | -26.2% |
| 3M | -13.1% | -23.4% | +10.3% | -11.7% |
| 6M | +14.5% | -19.4% | +33.9% | +15.7% |
| YTD | -33.4% | -18.5% | -14.9% | -32.9% |
| 1Y | -40.6% | -19.5% | -21.1% | -40.1% |
| 3Y | -16.3% | -21.0% | +4.7% | -15.8% |
| 5Y | -26.3% | +13.7% | -40.1% | -28.0% |
| All | +499.2% | -77.4% | +576.5% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling