+65.0%
NUE vs PBF
+55.5%
+9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -6.1% | +15.8% | -21.9% | -7.9% |
| 3M | +1.7% | +90.3% | -88.6% | -7.8% |
| 6M | +53.1% | +102.8% | -49.7% | +35.2% |
| YTD | +59.0% | +187.3% | -128.3% | +29.9% |
| 1Y | +85.3% | +161.8% | -76.5% | +51.6% |
| All | +65.0% | +55.5% | +9.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling