+45.4%
NU vs PEG
+33.1%
+12.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -0.9% | -3.3% | -3.8% |
| 30D | +10.0% | -2.8% | +12.8% | +11.4% |
| 3M | +29.3% | -6.9% | +36.2% | +33.3% |
| 6M | +0.9% | -11.4% | +12.3% | +6.4% |
| YTD | -10.3% | -7.4% | -2.9% | -7.8% |
| 1Y | -3.2% | -8.3% | +5.1% | -0.2% |
| 3Y | +120.6% | +31.5% | +89.0% | +84.1% |
| All | +45.4% | +33.1% | +12.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling