-25.7%
NOW vs PM
+160.6%
-186.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.8% |
| 7D | -3.1% | -7.3% | +4.2% | -2.9% |
| 30D | -27.0% | -4.0% | -23.0% | -27.0% |
| 3M | -17.7% | +2.7% | -20.5% | -18.0% |
| 6M | +12.7% | +14.9% | -2.2% | +11.7% |
| YTD | -32.9% | +23.5% | -56.5% | -34.4% |
| 1Y | -40.4% | +30.4% | -70.7% | -42.2% |
| 3Y | -17.1% | +143.2% | -160.3% | -30.8% |
| 5Y | -25.7% | +159.5% | -185.1% | -38.7% |
| All | -25.7% | +160.6% | -186.3% | -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