+501.5%
NOW vs PPL
+62.9%
+438.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.1% |
| 7D | -6.7% | +1.0% | -7.7% | -6.9% |
| 30D | -25.8% | +6.8% | -32.6% | -27.2% |
| 3M | -12.7% | +3.9% | -16.5% | -13.7% |
| 6M | +11.2% | -2.0% | +13.3% | +11.2% |
| YTD | -33.2% | +5.3% | -38.5% | -34.8% |
| 1Y | -41.8% | +2.2% | -44.0% | -42.8% |
| 3Y | -15.7% | +56.7% | -72.4% | -28.7% |
| 5Y | -26.0% | +49.1% | -75.1% | -36.5% |
| All | +501.5% | +62.9% | +438.6% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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