+549.5%
NUE vs PR
+101.2%
+448.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -6.0% | +17.4% | -23.3% | -8.2% |
| 3M | +1.4% | +21.8% | -20.3% | -1.7% |
| 6M | +52.8% | +27.6% | +25.2% | +46.7% |
| YTD | +58.1% | +71.4% | -13.3% | +45.4% |
| 1Y | +80.4% | +78.3% | +2.1% | +64.6% |
| 3Y | +62.3% | +85.5% | -23.2% | +46.2% |
| 5Y | +146.2% | +422.7% | -276.5% | +90.6% |
| 10Y | +549.5% | +87.1% | +462.4% | +426.1% |
| All | +549.5% | +101.2% | +448.3% | +426.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling