+521.8%
NOW vs PH
+725.6%
-203.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | -5.6% | +6.9% | -12.4% | -8.0% |
| 30D | -26.8% | +1.7% | -28.4% | -27.6% |
| 3M | -19.4% | -8.1% | -11.3% | -17.4% |
| 6M | +12.3% | +11.5% | +0.8% | +4.9% |
| YTD | -32.9% | +11.4% | -44.3% | -38.7% |
| 1Y | -40.3% | +14.1% | -54.4% | -46.1% |
| 3Y | -19.1% | +138.2% | -157.3% | -49.1% |
| 5Y | -24.4% | +216.0% | -240.3% | -58.9% |
| 10Y | +521.8% | +710.0% | -188.2% | +119.1% |
| All | +521.8% | +725.6% | -203.8% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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