-38.7%
NOW vs PPG
+38.5%
-77.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | +0.3% |
| 7D | -27.5% | +7.5% | -35.0% | -26.8% |
| 30D | -20.0% | +20.9% | -40.9% | -18.4% |
| 3M | -7.9% | +8.7% | -16.6% | -7.2% |
| 6M | +18.3% | +23.8% | -5.5% | +22.1% |
| YTD | -29.0% | +26.5% | -55.5% | -30.0% |
| 1Y | -38.7% | +37.6% | -76.3% | -41.8% |
| All | -38.7% | +38.5% | -77.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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