+45.4%
NU vs PCG
+13.0%
+32.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.5% |
| 7D | -4.2% | +0.5% | -4.7% | -4.5% |
| 30D | +10.0% | -18.9% | +28.9% | +17.2% |
| 3M | +29.3% | -15.8% | +45.1% | +35.1% |
| 6M | +0.9% | -22.6% | +23.5% | +9.1% |
| YTD | -10.3% | -12.2% | +1.9% | -8.9% |
| 1Y | -3.2% | -7.1% | +3.9% | -5.0% |
| 3Y | +120.6% | -15.8% | +136.4% | +118.1% |
| All | +45.4% | +13.0% | +32.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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