+771.4%
NUE vs PBF
+317.1%
+454.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.4% |
| 7D | +1.8% | +2.4% | -0.6% | +1.3% |
| 30D | -6.0% | +24.9% | -30.8% | -10.0% |
| 3M | +1.4% | +81.9% | -80.4% | -10.5% |
| 6M | +52.8% | +79.4% | -26.5% | +33.2% |
| YTD | +58.1% | +188.3% | -130.2% | +24.5% |
| 1Y | +80.4% | +177.3% | -96.8% | +41.2% |
| 3Y | +62.3% | +56.0% | +6.3% | +36.8% |
| 5Y | +146.2% | +804.0% | -657.8% | +35.5% |
| 10Y | +549.5% | +334.1% | +215.4% | +239.6% |
| All | +771.4% | +317.1% | +454.3% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling