+44.8%
NU vs PPL
+56.0%
-11.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.6% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -22.8% | +5.4% | -28.2% | -23.4% |
| 3M | -14.8% | +4.3% | -19.1% | -15.4% |
| 6M | -16.9% | -1.3% | -15.6% | -17.0% |
| YTD | -28.1% | +4.7% | -32.8% | -28.8% |
| 1Y | -24.5% | +1.3% | -25.8% | -25.0% |
| 3Y | +44.8% | +57.2% | -12.5% | +28.1% |
| All | +44.8% | +56.0% | -11.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling