+499.2%
NOW vs PM
+235.7%
+263.5%
-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% | +6.1% | -19.2% | -14.5% |
| 6M | +14.5% | +18.0% | -3.5% | +9.8% |
| YTD | -33.4% | +26.6% | -60.0% | -37.8% |
| 1Y | -40.6% | +36.7% | -77.3% | -45.7% |
| 3Y | -16.3% | +146.0% | -162.3% | -37.0% |
| 5Y | -26.3% | +164.1% | -190.4% | -46.4% |
| All | +499.2% | +235.7% | +263.5% | +302.6% |
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