+560.5%
NUE vs PR
+169.5%
+391.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +4.2% | +2.9% | +1.3% | +3.8% |
| 30D | -5.0% | +18.0% | -23.0% | -7.3% |
| 3M | -0.2% | +16.9% | -17.1% | -2.7% |
| 6M | +49.1% | +28.2% | +20.9% | +43.1% |
| YTD | +61.0% | +69.3% | -8.3% | +48.4% |
| 1Y | +82.5% | +69.5% | +13.0% | +67.9% |
| 3Y | +57.9% | +81.7% | -23.8% | +42.8% |
| 5Y | +146.6% | +422.2% | -275.7% | +91.6% |
| 10Y | +561.6% | +110.4% | +451.2% | +437.1% |
| All | +560.5% | +169.5% | +391.1% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling