+162.7%
NUE vs PCOR
-10.3%
+173.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.6% | +22.7% | -33.3% | -14.2% |
| 30D | -0.6% | +37.5% | -38.1% | -6.8% |
| 3M | -9.7% | +35.2% | -44.9% | -15.6% |
| 6M | +5.1% | +42.2% | -37.1% | -3.4% |
| YTD | +51.4% | +3.6% | +47.9% | +47.2% |
| 1Y | +71.3% | -4.8% | +76.1% | +69.9% |
| 3Y | +66.8% | +48.3% | +18.5% | +46.2% |
| 5Y | +134.8% | -20.1% | +154.9% | +107.1% |
| All | +162.7% | -10.3% | +173.0% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling