+11.8%
NOW vs PPG
-13.4%
+25.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -4.5% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +7.5% | -7.8% | +15.3% | +9.3% |
| 3M | +17.5% | -2.2% | +19.7% | +17.6% |
| 6M | +7.9% | +4.1% | +3.8% | +5.9% |
| YTD | -12.4% | +9.1% | -21.5% | -17.0% |
| 1Y | -28.6% | +1.0% | -29.5% | -30.2% |
| 3Y | +11.8% | -13.3% | +25.1% | +7.6% |
| All | +11.8% | -13.4% | +25.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling