-8.8%
NOW vs PL
+28.1%
-36.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.9% |
| 7D | -3.0% | -6.8% | +3.8% | -2.1% |
| 30D | -26.0% | -29.3% | +3.3% | -22.5% |
| 3M | -13.1% | -44.8% | +31.7% | -6.2% |
| 6M | +14.5% | -68.4% | +82.9% | +31.6% |
| YTD | -33.4% | -36.4% | +2.9% | -33.9% |
| 1Y | -40.6% | +0.7% | -41.4% | -46.4% |
| 3Y | -16.3% | +455.3% | -471.6% | -53.8% |
| 5Y | -26.3% | +22.7% | -49.0% | -47.9% |
| All | -8.8% | +28.1% | -36.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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