+789.1%
NOW vs PPG
+26.9%
+762.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.2% | -6.2% | +0.1% | -3.7% |
| 30D | +6.1% | -7.9% | +14.0% | +9.5% |
| 3M | +28.6% | -10.2% | +38.8% | +33.5% |
| 6M | +14.6% | +2.7% | +12.0% | +11.3% |
| YTD | -13.5% | +4.9% | -18.4% | -17.9% |
| 1Y | -29.4% | -3.2% | -26.2% | -30.6% |
| 3Y | +9.4% | -17.0% | +26.4% | +12.7% |
| 5Y | +2.3% | -23.3% | +25.6% | +7.0% |
| All | +789.1% | +26.9% | +762.2% | +601.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling