+575.6%
NUE vs PTC
+205.0%
+370.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -0.6% | -7.3% | +6.6% | +1.9% |
| 30D | -4.6% | -11.6% | +7.1% | -1.0% |
| 3M | -0.3% | +10.5% | -10.8% | -4.9% |
| 6M | +51.9% | -17.8% | +69.7% | +59.3% |
| YTD | +60.0% | -24.9% | +84.9% | +72.5% |
| 1Y | +82.9% | -36.8% | +119.7% | +110.3% |
| 3Y | +66.0% | -8.7% | +74.7% | +62.6% |
| 5Y | +149.0% | +4.1% | +144.8% | +128.4% |
| All | +575.6% | +205.0% | +370.6% | +303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling