+48.8%
NU vs PM
+154.4%
-105.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.8% |
| 7D | +7.5% | -4.9% | +12.4% | +8.0% |
| 30D | +6.1% | -3.4% | +9.5% | +6.5% |
| 3M | +26.8% | +5.2% | +21.6% | +26.0% |
| 6M | +2.5% | +3.7% | -1.2% | +1.9% |
| YTD | -8.2% | +15.8% | -23.9% | -10.2% |
| 1Y | +3.4% | +17.4% | -14.0% | +0.8% |
| 3Y | +116.2% | +116.9% | -0.8% | +83.4% |
| All | +48.8% | +154.4% | -105.6% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling