+48.4%
NU vs PFG
+91.9%
-43.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | +6.0% | +6.0% | 0.0% | +1.7% |
| 30D | +10.8% | +2.2% | +8.5% | +8.9% |
| 3M | +32.2% | +10.4% | +21.8% | +22.7% |
| 6M | +5.1% | +27.8% | -22.6% | -12.0% |
| YTD | -8.4% | +33.6% | -42.1% | -26.0% |
| 1Y | +0.7% | +49.3% | -48.6% | -25.4% |
| 3Y | +125.1% | +69.7% | +55.4% | +47.1% |
| All | +48.4% | +91.9% | -43.5% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling