+179.6%
NUE vs PCOR
-8.1%
+187.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +6.1% | +2.2% | +4.0% | +5.7% |
| 30D | +2.7% | +37.4% | -34.7% | -3.6% |
| 3M | -3.8% | +33.2% | -37.0% | -9.8% |
| 6M | +14.0% | +60.6% | -46.6% | +2.3% |
| YTD | +61.2% | +6.2% | +55.0% | +56.0% |
| 1Y | +77.8% | -1.1% | +78.9% | +75.0% |
| 3Y | +78.2% | +48.4% | +29.8% | +56.3% |
| 5Y | +149.8% | -13.1% | +163.0% | +118.0% |
| All | +179.6% | -8.1% | +187.6% | +143.8% |
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