+499.2%
NOW vs PPL
+62.0%
+437.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -26.0% | +5.4% | -31.5% | -27.1% |
| 3M | -13.1% | +4.3% | -17.4% | -14.3% |
| 6M | +14.5% | -1.3% | +15.8% | +14.2% |
| YTD | -33.4% | +4.7% | -38.1% | -35.0% |
| 1Y | -40.6% | +1.3% | -41.9% | -41.5% |
| 3Y | -16.3% | +57.2% | -73.5% | -29.3% |
| 5Y | -26.3% | +48.2% | -74.6% | -36.7% |
| All | +499.2% | +62.0% | +437.2% | +380.8% |
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