-24.1%
NU vs PH
+20.3%
-44.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +4.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.1% |
| 30D | -21.0% | -6.7% | -14.3% | -19.2% |
| 3M | -16.3% | -8.1% | -8.2% | -14.2% |
| 6M | -15.3% | +5.3% | -20.7% | -17.8% |
| YTD | -28.4% | +4.2% | -32.6% | -29.8% |
| 1Y | -24.1% | +19.3% | -43.5% | -27.5% |
| All | -24.1% | +20.3% | -44.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling