+499.2%
NOW vs PFG
+195.7%
+303.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -26.0% | +2.0% | -28.0% | -26.8% |
| 3M | -13.1% | -3.2% | -9.9% | -12.4% |
| 6M | +14.5% | +10.9% | +3.6% | +9.9% |
| YTD | -33.4% | +28.8% | -62.3% | -39.7% |
| 1Y | -40.6% | +39.2% | -79.8% | -47.8% |
| 3Y | -16.3% | +75.0% | -91.4% | -32.9% |
| 5Y | -26.3% | +91.9% | -118.3% | -42.8% |
| All | +499.2% | +195.7% | +303.4% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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