+125.0%
NU vs PR
+82.3%
+42.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | +7.5% | +2.9% | +4.6% | +6.8% |
| 30D | +6.1% | +18.0% | -11.9% | +2.1% |
| 3M | +26.8% | +16.9% | +10.0% | +21.7% |
| 6M | +2.5% | +28.2% | -25.7% | -5.7% |
| YTD | -8.2% | +69.3% | -77.5% | -23.5% |
| 1Y | +3.4% | +69.5% | -66.1% | -14.4% |
| All | +125.0% | +82.3% | +42.7% | +74.4% |
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