+575.6%
NUE vs PBF
+374.8%
+200.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -0.6% | +5.3% | -6.0% | -1.6% |
| 30D | -4.6% | +11.7% | -16.3% | -6.7% |
| 3M | -0.3% | +91.1% | -91.4% | -13.2% |
| 6M | +51.9% | +88.4% | -36.5% | +30.7% |
| YTD | +60.0% | +194.1% | -134.1% | +24.3% |
| 1Y | +82.9% | +180.4% | -97.5% | +41.6% |
| 3Y | +66.0% | +59.3% | +6.7% | +38.5% |
| 5Y | +149.0% | +816.3% | -667.3% | +32.2% |
| All | +575.6% | +374.8% | +200.8% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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