+3.4%
NU vs PBR
+70.4%
-67.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | +7.5% | +8.6% | -1.1% | +7.1% |
| 30D | +6.1% | +12.8% | -6.7% | +5.6% |
| 3M | +26.8% | +14.7% | +12.1% | +26.2% |
| 6M | +2.5% | +25.2% | -22.7% | -2.4% |
| YTD | -8.2% | +77.1% | -85.3% | -20.6% |
| 1Y | +3.4% | +69.6% | -66.2% | -9.5% |
| All | +3.4% | +70.4% | -67.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling