+575.6%
NUE vs PFG
+251.1%
+324.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.9% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -4.6% | +2.9% | -7.4% | -6.5% |
| 3M | -0.3% | +6.7% | -7.0% | -4.9% |
| 6M | +51.9% | +33.8% | +18.1% | +25.1% |
| YTD | +60.0% | +35.0% | +25.0% | +30.5% |
| 1Y | +82.9% | +46.4% | +36.5% | +41.1% |
| 3Y | +66.0% | +71.7% | -5.7% | +14.4% |
| 5Y | +149.0% | +113.7% | +35.3% | +47.5% |
| All | +575.6% | +251.1% | +324.6% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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