+499.2%
NOW vs PM
+232.9%
+266.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -3.0% | -5.2% | +2.2% | -2.0% |
| 30D | -26.0% | +2.7% | -28.7% | -26.7% |
| 3M | -13.1% | +5.2% | -18.3% | -14.4% |
| 6M | +14.5% | +17.0% | -2.5% | +10.0% |
| YTD | -33.4% | +25.5% | -58.9% | -37.7% |
| 1Y | -40.6% | +35.5% | -76.1% | -45.6% |
| 3Y | -16.3% | +143.9% | -160.2% | -36.8% |
| 5Y | -26.3% | +161.8% | -188.2% | -46.3% |
| All | +499.2% | +232.9% | +266.3% | +303.3% |
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