+514.0%
NOW vs PG
+166.5%
+347.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +0.3% | +2.7% | -2.4% | -0.6% |
| 30D | -27.0% | +9.2% | -36.1% | -29.2% |
| 3M | -19.6% | +18.5% | -38.1% | -24.3% |
| 6M | +17.5% | +21.1% | -3.6% | +9.6% |
| YTD | -33.3% | +21.9% | -55.2% | -38.6% |
| 1Y | -39.8% | +18.1% | -57.9% | -44.0% |
| 3Y | -19.9% | +20.6% | -40.5% | -28.6% |
| 5Y | -26.1% | +31.8% | -57.8% | -37.9% |
| All | +514.0% | +166.5% | +347.4% | +287.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling