-40.3%
NOW vs PM
+30.8%
-71.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.5% |
| 7D | -5.6% | -7.1% | +1.5% | -7.6% |
| 30D | -26.8% | -2.8% | -24.0% | -27.0% |
| 3M | -19.4% | +6.3% | -25.8% | -18.0% |
| 6M | +12.3% | +9.6% | +2.7% | +16.7% |
| YTD | -32.9% | +25.6% | -58.5% | -26.7% |
| 1Y | -40.3% | +29.7% | -70.0% | -32.7% |
| All | -40.3% | +30.8% | -71.1% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling