+2,771.1%
NOW vs PNR
+200.9%
+2,570.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | +20.5% | -12.8% | +33.3% | +28.5% |
| 3M | +18.3% | -17.0% | +35.3% | +27.6% |
| 6M | +24.1% | -37.4% | +61.5% | +52.1% |
| YTD | -7.8% | -41.6% | +33.8% | +16.5% |
| 1Y | -21.4% | -44.6% | +23.2% | +1.9% |
| 3Y | +19.5% | -12.1% | +31.7% | +20.0% |
| 5Y | +4.1% | -17.4% | +21.5% | +5.1% |
| 10Y | +826.4% | +64.0% | +762.4% | +533.4% |
| All | +2,771.1% | +200.9% | +2,570.3% | +1,504.2% |
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 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