+146.2%
NUE vs PL
+31.5%
+114.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.4% |
| 7D | +2.8% | +10.0% | -7.3% | +1.7% |
| 30D | -2.1% | -2.3% | +0.2% | -2.1% |
| 3M | -7.3% | -44.2% | +36.9% | -2.6% |
| 6M | +8.9% | -66.1% | +75.0% | +18.7% |
| YTD | +55.6% | -30.0% | +85.6% | +54.9% |
| 1Y | +74.7% | +21.0% | +53.6% | +62.7% |
| 3Y | +71.7% | +516.5% | -444.9% | +20.9% |
| All | +146.2% | +31.5% | +114.7% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling