+87.8%
NUE vs PNR
-31.2%
+119.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.6% |
| 7D | -1.4% | +11.9% | -13.3% | -3.3% |
| 30D | +6.6% | +37.1% | -30.6% | +1.0% |
| 3M | -2.0% | +5.7% | -7.7% | -2.9% |
| 6M | +19.2% | -5.7% | +24.9% | +19.4% |
| YTD | +65.6% | -29.8% | +95.4% | +73.7% |
| 1Y | +87.8% | -31.8% | +119.6% | +99.4% |
| All | +87.8% | -31.2% | +119.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling