+66.0%
NUE vs PNR
-14.5%
+80.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | -0.6% | -6.0% | +5.4% | +1.9% |
| 30D | -4.6% | -14.0% | +9.4% | +1.4% |
| 3M | -0.3% | -21.7% | +21.4% | +8.7% |
| 6M | +51.9% | -37.3% | +89.2% | +82.5% |
| YTD | +60.0% | -45.1% | +105.1% | +104.5% |
| 1Y | +82.9% | -49.1% | +132.0% | +144.0% |
| 3Y | +66.0% | -14.8% | +80.8% | +80.6% |
| All | +66.0% | -14.5% | +80.4% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling