+14,059.5%
NUE vs PSA
+14,166.4%
-106.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +1.8% | -0.4% | +2.2% | +1.9% |
| 30D | -6.0% | -8.2% | +2.2% | -2.8% |
| 3M | +1.4% | -2.1% | +3.6% | +2.0% |
| 6M | +52.8% | -0.2% | +53.0% | +52.2% |
| YTD | +58.1% | +18.5% | +39.6% | +46.8% |
| 1Y | +80.4% | +6.6% | +73.8% | +74.5% |
| 3Y | +62.3% | +24.5% | +37.8% | +44.7% |
| 5Y | +146.2% | +13.6% | +132.6% | +125.5% |
| 10Y | +549.5% | +102.0% | +447.5% | +356.9% |
| All | +14,059.5% | +14,166.4% | -106.9% | +4,708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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