+790.0%
NOW vs PM
+196.3%
+593.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.2% |
| 7D | -6.1% | -1.3% | -4.8% | -5.8% |
| 30D | +7.5% | -2.6% | +10.0% | +8.0% |
| 3M | +17.5% | +5.8% | +11.7% | +16.0% |
| 6M | +7.9% | +10.6% | -2.6% | +4.8% |
| YTD | -12.4% | +17.2% | -29.5% | -16.6% |
| 1Y | -28.6% | +17.6% | -46.2% | -32.3% |
| 3Y | +11.8% | +124.3% | -112.4% | -14.2% |
| 5Y | +2.6% | +125.1% | -122.4% | -22.3% |
| 10Y | +790.0% | +198.6% | +591.4% | +507.4% |
| All | +790.0% | +196.3% | +593.7% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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