-17.1%
NOW vs PCG
-18.9%
+1.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | -27.0% | +0.1% | -27.1% | -27.0% |
| 3M | -17.7% | -24.4% | +6.7% | -18.1% |
| 6M | +12.7% | -17.7% | +30.4% | +11.8% |
| YTD | -32.9% | -17.4% | -15.5% | -33.9% |
| 1Y | -40.4% | -19.4% | -21.0% | -41.0% |
| 3Y | -17.1% | -18.6% | +1.5% | -16.9% |
| All | -17.1% | -18.9% | +1.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling