+506.3%
NOW vs PSX
+342.3%
+164.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.9% |
| 7D | -8.7% | -7.8% | -0.9% | -7.1% |
| 30D | -29.3% | -9.9% | -19.4% | -27.8% |
| 3M | -21.8% | +16.9% | -38.8% | -25.1% |
| 6M | +9.2% | +48.0% | -38.7% | -1.1% |
| YTD | -35.0% | +98.3% | -133.3% | -45.4% |
| 1Y | -42.5% | +86.2% | -128.7% | -51.1% |
| 3Y | -21.5% | +144.0% | -165.5% | -38.6% |
| 5Y | -25.8% | +287.7% | -313.5% | -48.9% |
| 10Y | +506.3% | +338.3% | +168.0% | +309.7% |
| All | +506.3% | +342.3% | +164.0% | +309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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