+48.4%
NU vs PPL
+41.5%
+6.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +6.0% | +1.8% | +4.2% | +5.2% |
| 30D | +10.8% | -1.1% | +11.8% | +11.3% |
| 3M | +32.2% | 0.0% | +32.1% | +31.8% |
| 6M | +5.1% | -7.6% | +12.7% | +8.4% |
| YTD | -8.4% | +1.7% | -10.2% | -9.9% |
| 1Y | +0.7% | +1.5% | -0.8% | -1.0% |
| 3Y | +125.1% | +55.3% | +69.9% | +64.3% |
| All | +48.4% | +41.5% | +6.9% | +17.1% |
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