+17.5%
NOW vs PG
+20.3%
-2.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.8% |
| 7D | +0.3% | +2.7% | -2.4% | +0.8% |
| 30D | -27.0% | +9.2% | -36.1% | -25.7% |
| 3M | -19.6% | +18.5% | -38.1% | -17.8% |
| 6M | +17.5% | +21.1% | -3.6% | +32.3% |
| All | +17.5% | +20.3% | -2.8% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling