-25.1%
NOW vs PCG
+10.2%
-35.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +0.3% | +2.2% | -1.9% | -0.1% |
| 30D | -27.0% | +0.8% | -27.7% | -27.1% |
| 3M | -19.6% | -23.8% | +4.2% | -16.0% |
| 6M | +17.5% | -19.6% | +37.1% | +20.5% |
| YTD | -33.3% | -16.7% | -16.5% | -33.0% |
| 1Y | -39.8% | -19.4% | -20.5% | -39.0% |
| 3Y | -19.9% | -18.3% | -1.6% | -21.9% |
| All | -25.1% | +10.2% | -35.3% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling