+45.4%
NU vs PH
+215.1%
-169.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.2% |
| 7D | -4.2% | -3.1% | -1.1% | -2.1% |
| 30D | +10.0% | -11.8% | +21.8% | +19.7% |
| 3M | +29.3% | +6.9% | +22.3% | +22.2% |
| 6M | +0.9% | -1.3% | +2.2% | +0.2% |
| YTD | -10.3% | +7.0% | -17.2% | -16.2% |
| 1Y | -3.2% | +23.1% | -26.3% | -18.9% |
| 3Y | +120.6% | +135.4% | -14.8% | +8.0% |
| All | +45.4% | +215.1% | -169.6% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling