+45.4%
NU vs PPG
-29.1%
+74.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | -4.2% | -5.1% | +0.9% | -1.2% |
| 30D | +10.0% | -9.6% | +19.6% | +16.7% |
| 3M | +29.3% | -6.4% | +35.7% | +33.6% |
| 6M | +0.9% | +0.5% | +0.4% | -0.6% |
| YTD | -10.3% | +4.4% | -14.7% | -14.9% |
| 1Y | -3.2% | -0.9% | -2.3% | -5.5% |
| 3Y | +120.6% | -17.0% | +137.5% | +135.6% |
| All | +45.4% | -29.1% | +74.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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