+146.2%
NUE vs PR
+273.3%
-127.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.8% |
| 7D | +2.8% | +6.0% | -3.2% | +1.2% |
| 30D | -2.1% | -4.2% | +2.1% | -1.2% |
| 3M | -7.3% | +10.0% | -17.3% | -10.1% |
| 6M | +8.9% | +15.6% | -6.7% | +3.6% |
| YTD | +55.6% | +68.2% | -12.6% | +32.2% |
| 1Y | +74.7% | +79.2% | -4.5% | +45.7% |
| 3Y | +71.7% | +94.9% | -23.2% | +37.7% |
| All | +146.2% | +273.3% | -127.1% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling