-7.3%
NUE vs PBF
+2.8%
-10.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.5% |
| 7D | +2.8% | +6.5% | -3.7% | +1.9% |
| 30D | -2.1% | -20.0% | +17.9% | +0.2% |
| 3M | -7.3% | -3.3% | -4.0% | -9.5% |
| All | -7.3% | +2.8% | -10.2% | -9.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling