-38.7%
NOW vs PG
+15.9%
-54.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | +1.0% |
| 7D | -27.5% | +5.7% | -33.2% | -25.6% |
| 30D | -20.0% | +15.4% | -35.4% | -15.2% |
| 3M | -7.9% | +13.8% | -21.7% | -2.9% |
| 6M | +18.3% | +18.3% | 0.0% | +28.8% |
| YTD | -29.0% | +20.1% | -49.1% | -23.2% |
| 1Y | -38.7% | +17.0% | -55.7% | -33.6% |
| All | -38.7% | +15.9% | -54.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling