+145.1%
NUE vs PFG
+108.9%
+36.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.5% |
| 7D | -2.7% | -3.0% | +0.3% | -0.7% |
| 30D | -6.1% | +2.5% | -8.5% | -7.8% |
| 3M | +2.2% | +6.1% | -3.8% | -2.3% |
| 6M | +50.8% | +31.3% | +19.5% | +24.4% |
| YTD | +57.5% | +33.6% | +24.0% | +27.8% |
| 1Y | +82.5% | +48.5% | +33.9% | +36.9% |
| 3Y | +61.7% | +69.6% | -7.9% | +9.2% |
| 5Y | +145.1% | +111.5% | +33.7% | +33.6% |
| All | +145.1% | +108.9% | +36.2% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling