+575.6%
NUE vs PPG
+26.9%
+548.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.3% |
| 7D | -0.6% | -6.2% | +5.6% | +3.7% |
| 30D | -4.6% | -7.9% | +3.4% | +0.8% |
| 3M | -0.3% | -10.2% | +9.9% | +6.3% |
| 6M | +51.9% | +2.7% | +49.2% | +46.1% |
| YTD | +60.0% | +4.9% | +55.1% | +50.6% |
| 1Y | +82.9% | -3.2% | +86.1% | +81.3% |
| 3Y | +66.0% | -17.0% | +83.0% | +80.6% |
| 5Y | +149.0% | -23.3% | +172.3% | +180.5% |
| All | +575.6% | +26.9% | +548.8% | +426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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