+506.3%
NOW vs PEP
+83.1%
+423.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.6% |
| 7D | -8.7% | +4.6% | -13.4% | -10.4% |
| 30D | -29.3% | +14.0% | -43.3% | -33.2% |
| 3M | -21.8% | +5.4% | -27.2% | -23.8% |
| 6M | +9.2% | -5.1% | +14.4% | +11.1% |
| YTD | -35.0% | +3.1% | -38.1% | -37.2% |
| 1Y | -42.5% | +4.8% | -47.3% | -45.0% |
| 3Y | -21.5% | -4.1% | -17.4% | -23.9% |
| 5Y | -25.8% | +3.0% | -28.7% | -31.9% |
| 10Y | +506.3% | +89.6% | +416.7% | +330.9% |
| All | +506.3% | +83.1% | +423.2% | +330.9% |
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