+2,771.1%
NOW vs PEP
+202.9%
+2,568.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.8% |
| 30D | +20.5% | +0.2% | +20.3% | +20.4% |
| 3M | +18.3% | -1.1% | +19.5% | +19.1% |
| 6M | +24.1% | -13.5% | +37.5% | +31.3% |
| YTD | -7.8% | -1.2% | -6.6% | -8.9% |
| 1Y | -21.4% | -1.6% | -19.8% | -22.6% |
| 3Y | +19.5% | -12.5% | +32.1% | +21.9% |
| 5Y | +4.1% | +3.0% | +1.0% | -4.5% |
| 10Y | +826.4% | +73.9% | +752.5% | +539.5% |
| All | +2,771.1% | +202.9% | +2,568.3% | +1,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling