+575.6%
NUE vs PEG
+148.0%
+427.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -4.6% | -3.7% | -0.8% | -3.0% |
| 3M | -0.3% | -7.3% | +7.0% | +2.9% |
| 6M | +51.9% | -10.5% | +62.4% | +58.8% |
| YTD | +60.0% | -7.5% | +67.5% | +64.4% |
| 1Y | +82.9% | -8.7% | +91.6% | +88.2% |
| 3Y | +66.0% | +31.4% | +34.6% | +40.6% |
| 5Y | +149.0% | +37.8% | +111.2% | +104.0% |
| All | +575.6% | +148.0% | +427.6% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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