+155.9%
NUE vs PSLV
+154.2%
+1.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.6% | -3.5% | +2.8% | -0.1% |
| 30D | -4.6% | -2.1% | -2.4% | -4.4% |
| 3M | -0.3% | -1.6% | +1.3% | -0.4% |
| 6M | +51.9% | -25.5% | +77.4% | +58.1% |
| YTD | +60.0% | -11.4% | +71.4% | +55.9% |
| 1Y | +82.9% | +48.6% | +34.3% | +55.8% |
| 3Y | +66.0% | +166.9% | -100.9% | +18.1% |
| All | +155.9% | +154.2% | +1.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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