+19.3%
NU vs PPL
+43.9%
-24.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.4% |
| 7D | +2.8% | -1.0% | +3.7% | +3.1% |
| 30D | -23.0% | +3.0% | -26.1% | -24.1% |
| 3M | -9.7% | +1.1% | -10.9% | -10.3% |
| 6M | -8.7% | -0.8% | -8.0% | -8.8% |
| YTD | -26.4% | +3.5% | -29.9% | -28.2% |
| 1Y | -24.8% | -0.9% | -23.9% | -25.2% |
| 3Y | +44.6% | +54.2% | -9.6% | +6.7% |
| All | +19.3% | +43.9% | -24.6% | -6.7% |
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