+174.3%
NUE vs PCOR
-33.1%
+207.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.2% |
| 7D | +1.8% | -6.9% | +8.7% | +3.2% |
| 30D | -6.0% | -1.5% | -4.4% | -6.0% |
| 3M | +1.4% | +18.5% | -17.1% | -2.8% |
| 6M | +52.8% | -4.7% | +57.5% | +51.6% |
| YTD | +58.1% | -22.8% | +80.9% | +63.5% |
| 1Y | +80.4% | -20.7% | +101.1% | +84.5% |
| 3Y | +62.3% | -14.6% | +76.8% | +58.9% |
| 5Y | +146.2% | -40.7% | +186.9% | +129.3% |
| All | +174.3% | -33.1% | +207.4% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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