+71.7%
NUE vs PCOR
+50.0%
+21.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +2.8% | +3.0% | -0.3% | +2.3% |
| 30D | -2.1% | +38.7% | -40.8% | -7.5% |
| 3M | -7.3% | +24.9% | -32.2% | -11.1% |
| 6M | +8.9% | +68.8% | -59.9% | -2.2% |
| YTD | +55.6% | +6.7% | +48.9% | +54.8% |
| 1Y | +74.7% | +3.0% | +71.7% | +75.6% |
| 3Y | +71.7% | +48.6% | +23.1% | +53.9% |
| All | +71.7% | +50.0% | +21.6% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling