+155.9%
NUE vs PEG
+36.3%
+119.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -0.3% | -7.3% | +7.0% | +2.3% |
| 6M | +51.9% | -10.5% | +62.4% | +57.5% |
| YTD | +60.0% | -7.5% | +67.5% | +63.5% |
| 1Y | +82.9% | -8.7% | +91.6% | +87.2% |
| 3Y | +66.0% | +31.4% | +34.6% | +40.9% |
| All | +155.9% | +36.3% | +119.6% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling