+514.0%
NOW vs PEP
+92.7%
+421.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +0.7% |
| 7D | +0.3% | +2.9% | -2.6% | -0.9% |
| 30D | -27.0% | +12.5% | -39.5% | -30.6% |
| 3M | -19.6% | +4.5% | -24.2% | -21.4% |
| 6M | +17.5% | -0.5% | +18.0% | +17.2% |
| YTD | -33.3% | +4.4% | -37.7% | -35.8% |
| 1Y | -39.8% | +4.4% | -44.2% | -42.2% |
| 3Y | -19.9% | -3.4% | -16.5% | -22.4% |
| 5Y | -26.1% | +5.2% | -31.2% | -32.8% |
| All | +514.0% | +92.7% | +421.2% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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