+28.0%
NU vs PWR
+426.3%
-398.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.4% | +12.1% |
| 7D | +9.9% | +11.3% | -1.4% | +4.4% |
| 30D | -11.5% | -8.9% | -2.6% | -9.4% |
| 3M | -5.1% | -10.5% | +5.4% | -2.5% |
| 6M | +3.1% | -22.2% | +25.3% | +12.1% |
| YTD | -21.0% | +42.7% | -63.8% | -41.2% |
| 1Y | -15.2% | +41.1% | -56.3% | -36.7% |
| 3Y | +56.4% | +242.7% | -186.3% | -42.7% |
| All | +28.0% | +426.3% | -398.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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