+80.4%
NUE vs PR
+74.4%
+6.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | -6.0% | +17.4% | -23.3% | -7.0% |
| 3M | +1.4% | +21.8% | -20.3% | -0.5% |
| 6M | +52.8% | +27.6% | +25.2% | +46.4% |
| YTD | +58.1% | +71.4% | -13.3% | +41.3% |
| 1Y | +80.4% | +78.3% | +2.1% | +58.8% |
| All | +80.4% | +74.4% | +6.0% | +58.8% |
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