+506.3%
NOW vs PM
+242.6%
+263.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -8.7% | -6.6% | -2.1% | -7.5% |
| 30D | -29.3% | -3.4% | -25.8% | -29.0% |
| 3M | -21.8% | +5.3% | -27.2% | -23.0% |
| 6M | +9.2% | +15.5% | -6.3% | +5.2% |
| YTD | -35.0% | +24.3% | -59.2% | -39.0% |
| 1Y | -42.5% | +29.7% | -72.2% | -46.7% |
| 3Y | -21.5% | +144.9% | -166.4% | -40.8% |
| 5Y | -25.8% | +159.0% | -184.8% | -45.7% |
| 10Y | +506.3% | +250.9% | +255.4% | +328.1% |
| All | +506.3% | +242.6% | +263.8% | +328.1% |
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