+759.8%
NOW vs PR
+160.5%
+599.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.1% |
| 7D | -27.5% | -12.1% | -15.4% | -27.0% |
| 30D | -20.0% | +0.9% | -20.9% | -20.1% |
| 3M | -7.9% | +10.1% | -18.0% | -8.5% |
| 6M | +18.3% | +1.1% | +17.2% | +18.0% |
| YTD | -29.0% | +63.7% | -92.6% | -31.3% |
| 1Y | -38.7% | +87.0% | -125.7% | -41.2% |
| 3Y | -10.3% | +70.7% | -81.1% | -14.0% |
| 5Y | -22.5% | +246.8% | -269.3% | -28.7% |
| 10Y | +553.8% | +72.6% | +481.2% | +597.8% |
| All | +759.8% | +160.5% | +599.3% | +824.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 all: compounded portfolio wealth divided by compounded PR 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…
all analysis · Full analysis span regression · 6 months rolling