+19.7%
NU vs PPL
+45.2%
-25.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +6.4% | -1.2% | +7.6% | +6.9% |
| 30D | -23.3% | +4.2% | -27.6% | -24.8% |
| 3M | -10.7% | +1.5% | -12.2% | -11.4% |
| 6M | -10.4% | +1.0% | -11.5% | -11.2% |
| YTD | -26.2% | +4.4% | -30.6% | -28.3% |
| 1Y | -22.1% | +0.8% | -22.9% | -23.1% |
| 3Y | +49.6% | +56.5% | -6.8% | +9.5% |
| All | +19.7% | +45.2% | -25.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling