+145.1%
NUE vs PFGC
+105.5%
+39.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -2.7% | -4.8% | +2.2% | -0.7% |
| 30D | -6.1% | -17.2% | +11.1% | +1.4% |
| 3M | +2.2% | -6.3% | +8.6% | +4.3% |
| 6M | +50.8% | +8.8% | +41.9% | +43.4% |
| YTD | +57.5% | +4.9% | +52.6% | +50.7% |
| 1Y | +82.5% | -9.5% | +92.0% | +86.6% |
| 3Y | +61.7% | +59.6% | +2.1% | +25.9% |
| 5Y | +145.1% | +113.5% | +31.6% | +64.4% |
| All | +145.1% | +105.5% | +39.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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