+14,142.9%
NUE vs PNR
+3,485.2%
+10,657.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.5% |
| 7D | -2.3% | -3.9% | +1.6% | -0.5% |
| 30D | -6.1% | -13.8% | +7.7% | +0.5% |
| 3M | +1.7% | -22.5% | +24.2% | +13.1% |
| 6M | +53.1% | -37.2% | +90.2% | +86.5% |
| YTD | +59.0% | -44.2% | +103.3% | +103.7% |
| 1Y | +85.3% | -46.6% | +132.0% | +142.3% |
| 3Y | +63.2% | -12.5% | +75.7% | +66.9% |
| 5Y | +146.8% | -19.3% | +166.1% | +157.8% |
| 10Y | +584.3% | +67.5% | +516.8% | +406.4% |
| All | +14,142.9% | +3,485.2% | +10,657.7% | +4,691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling