+82.5%
NUE vs PR
+76.5%
+6.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +4.2% | +2.9% | +1.3% | +4.1% |
| 30D | -5.0% | +18.0% | -23.0% | -6.1% |
| 3M | -0.2% | +16.9% | -17.1% | -1.7% |
| 6M | +49.1% | +28.2% | +20.9% | +42.6% |
| YTD | +61.0% | +69.3% | -8.3% | +44.7% |
| 1Y | +82.5% | +69.5% | +13.0% | +61.7% |
| All | +82.5% | +76.5% | +6.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling