+757.5%
NUE vs PBF
+289.1%
+468.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.5% |
| 7D | +2.8% | +6.5% | -3.7% | +1.5% |
| 30D | -2.1% | -20.0% | +17.9% | +1.6% |
| 3M | -7.3% | -3.3% | -4.0% | -7.6% |
| 6M | +8.9% | +76.8% | -67.9% | -4.4% |
| YTD | +55.6% | +168.9% | -113.3% | +23.1% |
| 1Y | +74.7% | +96.4% | -21.7% | +46.5% |
| 3Y | +71.7% | +77.2% | -5.5% | +40.3% |
| 5Y | +141.2% | +417.7% | -276.5% | +49.1% |
| 10Y | +429.6% | +264.7% | +164.8% | +183.9% |
| All | +757.5% | +289.1% | +468.5% | +333.8% |
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