+436.0%
NUE vs PR
+65.1%
+370.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | -6.2% | -9.5% | +3.3% | -4.9% |
| 30D | +2.5% | -5.7% | +8.1% | +3.2% |
| 3M | -6.4% | +3.0% | -9.4% | -7.0% |
| 6M | +13.3% | +11.8% | +1.5% | +10.9% |
| YTD | +58.5% | +58.5% | +0.1% | +47.2% |
| 1Y | +81.9% | +69.9% | +12.0% | +67.1% |
| 3Y | +75.3% | +84.9% | -9.6% | +58.2% |
| 5Y | +149.9% | +246.4% | -96.5% | +103.0% |
| 10Y | +436.0% | +70.3% | +365.7% | +333.3% |
| All | +436.0% | +65.1% | +370.9% | +333.3% |
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