+575.6%
NUE vs PNR
+66.2%
+509.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | -0.6% | -6.0% | +5.4% | +3.0% |
| 30D | -4.6% | -14.0% | +9.4% | +3.9% |
| 3M | -0.3% | -21.7% | +21.4% | +12.9% |
| 6M | +51.9% | -37.3% | +89.2% | +94.8% |
| YTD | +60.0% | -45.1% | +105.1% | +121.0% |
| 1Y | +82.9% | -49.1% | +132.0% | +164.8% |
| 3Y | +66.0% | -14.8% | +80.8% | +68.9% |
| 5Y | +149.0% | -21.0% | +170.0% | +159.1% |
| All | +575.6% | +66.2% | +509.5% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling