-16.0%
NOW vs PM
+146.5%
-162.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -6.3% |
| 7D | -6.7% | -3.4% | -3.3% | -6.9% |
| 30D | -25.8% | +5.8% | -31.6% | -25.5% |
| 3M | -12.7% | +6.7% | -19.3% | -12.3% |
| 6M | +11.2% | +19.9% | -8.6% | +13.0% |
| YTD | -33.2% | +27.8% | -61.0% | -32.3% |
| 1Y | -41.8% | +39.4% | -81.2% | -41.3% |
| All | -16.0% | +146.5% | -162.4% | -17.6% |
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 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