+45.2%
NU vs PH
+220.2%
-174.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +8.2% | -10.3% | +18.5% | +16.4% |
| 3M | +26.3% | +5.1% | +21.2% | +20.9% |
| 6M | +2.2% | +2.3% | 0.0% | -0.9% |
| YTD | -10.4% | +8.7% | -19.1% | -17.2% |
| 1Y | -3.0% | +26.8% | -29.7% | -20.4% |
| 3Y | +120.3% | +139.2% | -18.9% | +6.7% |
| All | +45.2% | +220.2% | -174.9% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling