+28.0%
NU vs PCG
+7.2%
+20.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.6% | +11.0% |
| 7D | +9.9% | +2.2% | +7.7% | +9.1% |
| 30D | -11.5% | +0.8% | -12.2% | -11.8% |
| 3M | -5.1% | -23.8% | +18.7% | +3.3% |
| 6M | +3.1% | -19.6% | +22.7% | +9.2% |
| YTD | -21.0% | -16.7% | -4.3% | -18.4% |
| 1Y | -15.2% | -19.4% | +4.2% | -11.1% |
| 3Y | +56.4% | -18.3% | +74.8% | +55.3% |
| All | +28.0% | +7.2% | +20.8% | -4.3% |
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