+41.5%
NU vs PFGC
+105.3%
-63.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.4% |
| 7D | -4.9% | -4.8% | -0.1% | -1.9% |
| 30D | +7.8% | -12.5% | +20.4% | +17.4% |
| 3M | +20.9% | -9.7% | +30.7% | +28.2% |
| 6M | +0.9% | +7.0% | -6.1% | -4.9% |
| YTD | -12.7% | +4.5% | -17.1% | -17.5% |
| 1Y | -6.4% | -11.6% | +5.2% | -1.1% |
| 3Y | +98.1% | +58.5% | +39.6% | +29.7% |
| All | +41.5% | +105.3% | -63.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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