-26.9%
NU vs PPL
-1.7%
-25.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | +0.8% | -2.2% | +3.0% | +1.2% |
| 30D | -24.1% | +1.7% | -25.7% | -24.4% |
| 3M | -12.8% | +0.1% | -12.9% | -13.1% |
| 6M | -10.9% | -1.5% | -9.3% | -11.2% |
| YTD | -29.3% | +3.0% | -32.3% | -30.6% |
| 1Y | -26.9% | -1.4% | -25.4% | -26.6% |
| All | -26.9% | -1.7% | -25.2% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling