+126.6%
NUE vs PR
+225.0%
-98.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -10.6% | -16.4% | +5.9% | -6.3% |
| 30D | -0.6% | -1.9% | +1.3% | -0.3% |
| 3M | -9.7% | +8.0% | -17.7% | -12.0% |
| 6M | +5.1% | +4.1% | +1.0% | +2.9% |
| YTD | +51.4% | +58.7% | -7.3% | +30.6% |
| 1Y | +71.3% | +75.8% | -4.5% | +43.4% |
| 3Y | +66.8% | +73.2% | -6.3% | +37.7% |
| All | +126.6% | +225.0% | -98.4% | +58.5% |
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