+48.8%
NU vs PPL
+41.6%
+7.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +7.5% | +2.7% | +4.8% | +6.3% |
| 30D | +6.1% | +0.5% | +5.7% | +5.9% |
| 3M | +26.8% | +0.7% | +26.2% | +26.1% |
| 6M | +2.5% | -7.6% | +10.1% | +5.7% |
| YTD | -8.2% | +1.8% | -10.0% | -9.7% |
| 1Y | +3.4% | -0.8% | +4.1% | +2.7% |
| 3Y | +116.2% | +56.9% | +59.3% | +56.6% |
| All | +48.8% | +41.6% | +7.2% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling