+18.3%
NOW vs PM
+117.4%
-99.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -3.1% |
| 7D | -2.4% | -4.9% | +2.5% | -2.6% |
| 30D | +20.5% | -3.4% | +23.9% | +20.3% |
| 3M | +18.3% | +5.2% | +13.2% | +19.0% |
| 6M | +24.1% | +3.7% | +20.4% | +24.9% |
| YTD | -7.8% | +15.8% | -23.6% | -7.4% |
| 1Y | -21.4% | +17.4% | -38.8% | -21.1% |
| All | +18.3% | +117.4% | -99.2% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling