+245.0%
NUE vs PL
+45.6%
+199.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -6.2% | +5.6% | -11.9% | -6.8% |
| 30D | +2.5% | -16.9% | +19.4% | +3.9% |
| 3M | -6.4% | -38.2% | +31.8% | -2.5% |
| 6M | +13.3% | -63.4% | +76.7% | +22.7% |
| YTD | +58.5% | -27.6% | +86.2% | +57.3% |
| 1Y | +81.9% | +6.6% | +75.3% | +71.8% |
| 3Y | +75.3% | +557.6% | -482.3% | +22.4% |
| 5Y | +149.9% | +39.5% | +110.4% | +91.2% |
| All | +245.0% | +45.6% | +199.4% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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