+2.6%
NOW vs PNR
-17.7%
+20.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -3.5% |
| 7D | -6.1% | -3.0% | -3.1% | -4.4% |
| 30D | +7.5% | -14.9% | +22.4% | +17.4% |
| 3M | +17.5% | -19.0% | +36.6% | +29.8% |
| 6M | +7.9% | -35.9% | +43.9% | +35.6% |
| YTD | -12.4% | -43.1% | +30.8% | +17.8% |
| 1Y | -28.6% | -46.4% | +17.8% | -0.3% |
| 3Y | +11.8% | -10.8% | +22.7% | +4.6% |
| 5Y | +2.6% | -18.9% | +21.5% | +3.2% |
| All | +2.6% | -17.7% | +20.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling