+45.4%
NU vs PNR
-18.8%
+64.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | -4.2% | -5.5% | +1.3% | -0.9% |
| 30D | +10.0% | -15.6% | +25.6% | +21.8% |
| 3M | +29.3% | -20.2% | +49.5% | +45.5% |
| 6M | +0.9% | -36.6% | +37.6% | +31.5% |
| YTD | -10.3% | -45.0% | +34.7% | +26.8% |
| 1Y | -3.2% | -47.4% | +44.3% | +41.2% |
| 3Y | +120.6% | -13.7% | +134.3% | +110.5% |
| All | +45.4% | -18.8% | +64.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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