-25.1%
NOW vs PM
+163.6%
-188.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +0.3% | +0.5% | -0.3% | +0.3% |
| 30D | -27.0% | -3.2% | -23.7% | -26.9% |
| 3M | -19.6% | +6.2% | -25.9% | -20.0% |
| 6M | +17.5% | +7.7% | +9.8% | +17.0% |
| YTD | -33.3% | +27.3% | -60.5% | -34.8% |
| 1Y | -39.8% | +32.8% | -72.6% | -41.6% |
| 3Y | -19.9% | +150.0% | -169.9% | -33.3% |
| All | -25.1% | +163.6% | -188.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling