+28.0%
NU vs PL
+26.5%
+1.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.4% | +11.9% |
| 7D | +9.9% | +10.0% | -0.1% | +7.6% |
| 30D | -11.5% | -2.3% | -9.2% | -11.6% |
| 3M | -5.1% | -44.2% | +39.1% | +5.8% |
| 6M | +3.1% | -66.1% | +69.2% | +24.2% |
| YTD | -21.0% | -30.0% | +8.9% | -22.9% |
| 1Y | -15.2% | +21.0% | -36.2% | -28.8% |
| 3Y | +56.4% | +516.5% | -460.1% | -33.8% |
| All | +28.0% | +26.5% | +1.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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