+2,771.1%
NOW vs PH
+1,532.2%
+1,238.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | -3.1% | +0.7% | -1.0% |
| 30D | +20.5% | -3.2% | +23.8% | +21.7% |
| 3M | +18.3% | +10.6% | +7.8% | +11.5% |
| 6M | +24.1% | -2.1% | +26.2% | +21.4% |
| YTD | -7.8% | +10.2% | -18.0% | -15.3% |
| 1Y | -21.4% | +28.2% | -49.6% | -33.4% |
| 3Y | +19.5% | +134.9% | -115.3% | -26.3% |
| 5Y | +4.1% | +253.6% | -249.6% | -47.9% |
| 10Y | +826.4% | +804.7% | +21.7% | +152.3% |
| All | +2,771.1% | +1,532.2% | +1,238.9% | +495.6% |
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