+56.4%
NU vs PR
+95.8%
-39.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.5% | +11.5% |
| 7D | +9.9% | +6.0% | +3.9% | +8.5% |
| 30D | -11.5% | -4.2% | -7.3% | -10.9% |
| 3M | -5.1% | +10.0% | -15.1% | -7.7% |
| 6M | +3.1% | +15.6% | -12.5% | -1.7% |
| YTD | -21.0% | +68.2% | -89.2% | -35.1% |
| 1Y | -15.2% | +79.2% | -94.4% | -32.2% |
| 3Y | +56.4% | +94.9% | -38.5% | +15.0% |
| All | +56.4% | +95.8% | -39.3% | +15.0% |
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