+48.8%
NU vs PFGC
+115.6%
-66.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +7.5% | -2.2% | +9.7% | +9.0% |
| 30D | +6.1% | -11.9% | +18.1% | +14.8% |
| 3M | +26.8% | +5.0% | +21.8% | +21.8% |
| 6M | +2.5% | +8.6% | -6.1% | -4.3% |
| YTD | -8.2% | +9.7% | -17.9% | -15.9% |
| 1Y | +3.4% | -6.3% | +9.7% | +5.1% |
| 3Y | +116.2% | +58.2% | +58.0% | +43.2% |
| All | +48.8% | +115.6% | -66.8% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling