+1,988.6%
NOW vs PNR
+248.1%
+1,740.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -5.6% | -3.7% | -1.8% | -3.8% |
| 30D | -26.8% | +33.1% | -59.9% | -36.9% |
| 3M | -19.4% | +3.7% | -23.1% | -21.8% |
| 6M | +12.3% | -7.7% | +20.0% | +13.6% |
| YTD | -32.9% | -32.4% | -0.5% | -21.9% |
| 1Y | -40.3% | -35.0% | -5.3% | -29.2% |
| 3Y | -19.1% | +17.1% | -36.1% | -30.2% |
| 5Y | -24.4% | +0.1% | -24.5% | -31.0% |
| 10Y | +521.8% | +103.2% | +418.6% | +279.5% |
| All | +1,988.6% | +248.1% | +1,740.5% | +975.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling