+82.5%
NUE vs PTC
-33.3%
+115.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -1.1% |
| 7D | +4.2% | -10.3% | +14.5% | +3.3% |
| 30D | -5.0% | +1.1% | -6.1% | -4.9% |
| 3M | -0.2% | +1.6% | -1.8% | +0.1% |
| 6M | +49.1% | -13.5% | +62.6% | +50.0% |
| YTD | +61.0% | -19.1% | +80.0% | +65.8% |
| 1Y | +82.5% | -33.9% | +116.4% | +99.9% |
| All | +82.5% | -33.3% | +115.8% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling