+1,016.2%
NOW vs PR
+169.5%
+846.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -2.4% | +2.9% | -5.3% | -2.6% |
| 30D | +20.5% | +18.0% | +2.5% | +19.3% |
| 3M | +18.3% | +16.9% | +1.5% | +17.2% |
| 6M | +24.1% | +28.2% | -4.1% | +22.0% |
| YTD | -7.8% | +69.3% | -77.1% | -10.9% |
| 1Y | -21.4% | +69.5% | -90.9% | -24.1% |
| 3Y | +19.5% | +81.7% | -62.2% | +14.3% |
| 5Y | +4.1% | +422.2% | -418.2% | -5.5% |
| 10Y | +826.4% | +110.4% | +716.1% | +893.8% |
| All | +1,016.2% | +169.5% | +846.7% | +1,099.1% |
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