+45.2%
NU vs PM
+158.8%
-113.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -2.6% | -1.2% | -1.4% | -2.5% |
| 30D | +8.2% | -0.2% | +8.4% | +8.2% |
| 3M | +26.3% | +4.9% | +21.4% | +25.5% |
| 6M | +2.2% | +9.0% | -6.8% | +1.1% |
| YTD | -10.4% | +17.8% | -28.2% | -12.5% |
| 1Y | -3.0% | +16.8% | -19.8% | -5.2% |
| 3Y | +120.3% | +125.4% | -5.2% | +85.5% |
| All | +45.2% | +158.8% | -113.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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