+770.3%
NUE vs PFGC
+409.4%
+360.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | +1.8% | -2.4% | +4.2% | +2.5% |
| 30D | -6.0% | -15.8% | +9.8% | -1.2% |
| 3M | +1.4% | -0.6% | +2.0% | +1.2% |
| 6M | +52.8% | +10.7% | +42.2% | +47.2% |
| YTD | +58.1% | +7.6% | +50.5% | +52.7% |
| 1Y | +80.4% | -7.8% | +88.2% | +82.4% |
| 3Y | +62.3% | +63.7% | -1.4% | +37.6% |
| 5Y | +146.2% | +112.3% | +33.9% | +91.1% |
| 10Y | +549.5% | +286.7% | +262.8% | +322.1% |
| All | +770.3% | +409.4% | +360.9% | +435.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling