-15.2%
NU vs PH
+13.5%
-28.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.8% | +11.8% |
| 7D | +9.9% | +4.3% | +5.5% | +8.5% |
| 30D | -11.5% | +0.1% | -11.6% | -11.3% |
| 3M | -5.1% | -9.4% | +4.3% | -1.2% |
| 6M | +3.1% | +8.8% | -5.6% | -1.2% |
| YTD | -21.0% | +9.6% | -30.7% | -25.9% |
| 1Y | -15.2% | +14.4% | -29.6% | -22.1% |
| All | -15.2% | +13.5% | -28.7% | -22.1% |
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