+48.4%
NU vs PR
+304.2%
-255.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | +10.8% | +17.4% | -6.6% | +6.4% |
| 3M | +32.2% | +21.8% | +10.4% | +25.1% |
| 6M | +5.1% | +27.6% | -22.5% | -2.8% |
| YTD | -8.4% | +71.4% | -79.9% | -22.4% |
| 1Y | +0.7% | +78.3% | -77.6% | -16.0% |
| 3Y | +125.1% | +85.5% | +39.6% | +81.3% |
| All | +48.4% | +304.2% | -255.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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