+45.2%
NU vs PFG
+90.2%
-45.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.5% |
| 7D | -2.6% | +3.2% | -5.8% | -4.9% |
| 30D | +8.2% | +0.9% | +7.3% | +7.3% |
| 3M | +26.3% | +7.7% | +18.5% | +19.3% |
| 6M | +2.2% | +29.0% | -26.7% | -14.9% |
| YTD | -10.4% | +32.5% | -42.9% | -27.2% |
| 1Y | -3.0% | +47.3% | -50.3% | -27.4% |
| 3Y | +120.3% | +68.2% | +52.0% | +44.9% |
| All | +45.2% | +90.2% | -45.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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