+167.2%
NUE vs PCOR
-9.0%
+176.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -10.2% | +22.2% | -32.4% | -13.8% |
| 30D | -0.4% | +36.0% | -36.5% | -6.4% |
| 3M | -8.4% | +34.0% | -42.4% | -14.1% |
| 6M | +10.1% | +43.5% | -33.4% | +1.0% |
| YTD | +54.1% | +5.1% | +49.0% | +49.3% |
| 1Y | +74.7% | -3.9% | +78.7% | +73.1% |
| 3Y | +72.0% | +52.9% | +19.1% | +49.9% |
| 5Y | +136.4% | -18.7% | +155.0% | +107.9% |
| All | +167.2% | -9.0% | +176.2% | +133.5% |
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