Mexican citizen Marco Alavez-Narvaez petitions for review of an order of the Board of Immigration Appeals dismissing[*805] his appeal from the decision of an immigration judge denying him asylum and withholding of removal. In his pro se appeal, Alavez challenges the immigration judge’s findings' regarding the timeliness of his asylum application. He argues for the first time that he is a member of a particular social group whose members are sons of murdered gang leaders. And he claims that he had a well-founded fear of persecution, because the gang had the capability and inclination to punish him for trying to obtain information about his father’s death.

This court lacks jurisdiction to review both the timeliness of Alavez’s asylum application, see 8 U.S.C. § 1158(a)(3), and Alavez’s unexhausted argument claiming protected status based on his membership in a particular social group. See 8 U.S.C. § 1252(d)(1); Martinez Carcamo v. Holder, 713 F.3d 916, 925 (8th Cir. 2013). We also conclude that Alavez did not establish a nexus between his feared harm and any protected ground, as his perceived threat was based on purely personal retribution. See Martinez-Galarza v. Holder, 782 F.3d 990, 993-94 (8th Cir. 2015). Accordingly, we deny the petition. See 8th Cir. R. 47B.