+16.5%
NU vs PPL
+45.6%
-29.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | -22.8% | +5.4% | -28.2% | -24.6% |
| 3M | -14.8% | +4.3% | -19.1% | -16.4% |
| 6M | -16.9% | -1.3% | -15.6% | -16.7% |
| YTD | -28.1% | +4.7% | -32.8% | -30.3% |
| 1Y | -24.5% | +1.3% | -25.8% | -25.7% |
| 3Y | +44.8% | +57.2% | -12.5% | +5.7% |
| All | +16.5% | +45.6% | -29.1% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling