-41.8%
NOW vs PNR
-36.2%
-5.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -1.7% | -2.3% | +0.7% | -1.6% |
| 30D | -27.4% | +29.3% | -56.6% | -28.9% |
| 3M | -19.4% | +4.1% | -23.5% | -19.4% |
| 6M | +13.1% | -8.6% | +21.7% | +13.5% |
| YTD | -34.3% | -33.6% | -0.7% | -30.2% |
| 1Y | -41.8% | -36.4% | -5.4% | -37.3% |
| All | -41.8% | -36.2% | -5.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling