-27.2%
NOW vs PFG
+95.0%
-122.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -27.4% | +5.0% | -32.3% | -29.6% |
| 3M | -19.4% | +0.1% | -19.5% | -19.9% |
| 6M | +13.1% | +13.8% | -0.7% | +4.9% |
| YTD | -34.3% | +31.2% | -65.5% | -43.8% |
| 1Y | -41.8% | +37.1% | -78.8% | -51.5% |
| 3Y | -20.7% | +80.6% | -101.3% | -45.0% |
| 5Y | -27.2% | +93.7% | -120.9% | -54.4% |
| All | -27.2% | +95.0% | -122.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling