-24.4%
NOW vs PH
+215.8%
-240.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | -5.6% | +6.9% | -12.4% | -7.9% |
| 30D | -26.8% | +1.7% | -28.4% | -27.6% |
| 3M | -19.4% | -8.1% | -11.3% | -17.3% |
| 6M | +12.3% | +11.5% | +0.8% | +4.2% |
| YTD | -32.9% | +11.4% | -44.3% | -39.7% |
| 1Y | -40.3% | +14.1% | -54.4% | -47.1% |
| 3Y | -19.1% | +138.2% | -157.3% | -57.1% |
| 5Y | -24.4% | +216.0% | -240.3% | -70.1% |
| All | -24.4% | +215.8% | -240.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling