+14,059.5%
NUE vs PEG
+2,929.1%
+11,130.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +1.8% | +1.0% | +0.7% | +1.2% |
| 30D | -6.0% | -1.9% | -4.1% | -5.1% |
| 3M | +1.4% | -3.7% | +5.1% | +3.2% |
| 6M | +52.8% | -9.4% | +62.3% | +59.8% |
| YTD | +58.1% | -6.0% | +64.1% | +61.8% |
| 1Y | +80.4% | -4.4% | +84.8% | +82.1% |
| 3Y | +62.3% | +33.5% | +28.8% | +35.7% |
| 5Y | +146.2% | +35.7% | +110.4% | +102.0% |
| 10Y | +549.5% | +140.4% | +409.1% | +285.3% |
| All | +14,059.5% | +2,929.1% | +11,130.4% | +2,612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling