+1,980.5%
NOW vs PH
+1,413.0%
+567.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.1% |
| 7D | -6.7% | -3.9% | -2.8% | -5.1% |
| 30D | -25.8% | -9.4% | -16.4% | -23.1% |
| 3M | -12.7% | -10.3% | -2.4% | -9.6% |
| 6M | +11.2% | +2.7% | +8.6% | +6.8% |
| YTD | -33.2% | +2.1% | -35.3% | -37.1% |
| 1Y | -41.8% | +16.2% | -58.0% | -48.8% |
| 3Y | -15.7% | +129.3% | -144.9% | -47.8% |
| 5Y | -26.0% | +191.7% | -217.8% | -59.9% |
| 10Y | +515.1% | +759.2% | -244.2% | +69.3% |
| All | +1,980.5% | +1,413.0% | +567.5% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling