+44.8%
NU vs PR
+64.2%
-19.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.1% |
| 7D | +3.6% | -16.4% | +20.0% | +7.5% |
| 30D | -22.8% | -1.9% | -20.9% | -22.8% |
| 3M | -14.8% | +8.0% | -22.8% | -17.0% |
| 6M | -16.9% | +4.1% | -21.0% | -18.7% |
| YTD | -28.1% | +58.7% | -86.8% | -40.2% |
| 1Y | -24.5% | +75.8% | -100.4% | -39.7% |
| 3Y | +44.8% | +73.2% | -28.4% | +13.8% |
| All | +44.8% | +64.2% | -19.5% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling