-26.0%
NOW vs PL
+11.6%
-37.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.1% | +4.2% | -4.5% |
| 7D | -6.7% | -20.5% | +13.9% | -3.6% |
| 30D | -25.8% | -38.8% | +13.0% | -20.6% |
| 3M | -12.7% | -49.1% | +36.5% | -4.5% |
| 6M | +11.2% | -69.4% | +80.6% | +28.4% |
| YTD | -33.2% | -42.3% | +9.2% | -32.7% |
| 1Y | -41.8% | -14.2% | -27.6% | -46.1% |
| 3Y | -15.7% | +398.7% | -414.3% | -52.8% |
| 5Y | -26.0% | +11.1% | -37.2% | -47.4% |
| All | -26.0% | +11.6% | -37.6% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling