+14,007.6%
NUE vs PPG
+2,572.2%
+11,435.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.4% |
| 7D | -2.7% | -5.1% | +2.5% | +0.8% |
| 30D | -6.1% | -9.6% | +3.5% | +0.4% |
| 3M | +2.2% | -6.4% | +8.7% | +6.0% |
| 6M | +50.8% | +0.5% | +50.3% | +47.3% |
| YTD | +57.5% | +4.4% | +53.1% | +49.1% |
| 1Y | +82.5% | -0.9% | +83.4% | +78.2% |
| 3Y | +61.7% | -17.0% | +78.6% | +75.7% |
| 5Y | +145.1% | -23.7% | +168.8% | +175.7% |
| 10Y | +577.8% | +25.9% | +551.9% | +429.9% |
| All | +14,007.6% | +2,572.2% | +11,435.4% | +1,881.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling