+11.2%
NOW vs PM
+20.5%
-9.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -6.9% |
| 7D | -6.7% | -3.4% | -3.3% | -7.3% |
| 30D | -25.8% | +5.8% | -31.6% | -25.3% |
| 3M | -12.7% | +6.7% | -19.3% | -12.1% |
| 6M | +11.2% | +19.9% | -8.6% | +20.0% |
| All | +11.2% | +20.5% | -9.3% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling