+103.3%
NU vs PEP
-13.9%
+117.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.3% |
| 7D | -2.6% | -1.7% | -0.9% | -2.7% |
| 30D | +8.2% | +0.3% | +7.9% | +8.3% |
| 3M | +26.3% | -3.2% | +29.5% | +25.9% |
| 6M | +2.2% | -13.6% | +15.8% | +1.0% |
| YTD | -10.4% | -1.9% | -8.5% | -10.2% |
| 1Y | -3.0% | -0.6% | -2.4% | -2.6% |
| All | +103.3% | -13.9% | +117.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 3y: compounded portfolio wealth divided by compounded PEP 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…
3y analysis · Full analysis span regression · 6 months rolling