+179.3%
NUE vs PCOR
-30.9%
+210.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.3% |
| 7D | +4.2% | -9.0% | +13.2% | +6.1% |
| 30D | -5.0% | +4.2% | -9.1% | -6.1% |
| 3M | -0.2% | +14.4% | -14.6% | -3.6% |
| 6M | +49.1% | +0.2% | +49.0% | +46.4% |
| YTD | +61.0% | -20.3% | +81.2% | +65.4% |
| 1Y | +82.5% | -16.1% | +98.7% | +84.4% |
| 3Y | +57.9% | -14.7% | +72.6% | +54.8% |
| 5Y | +146.6% | -43.2% | +189.7% | +128.9% |
| All | +179.3% | -30.9% | +210.2% | +158.6% |
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 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