+82.5%
NUE vs PTC
-37.0%
+119.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | -2.7% | -14.2% | +11.6% | -4.0% |
| 30D | -6.1% | -14.4% | +8.4% | -7.2% |
| 3M | +2.2% | -4.7% | +6.9% | +1.9% |
| 6M | +50.8% | -19.3% | +70.1% | +49.9% |
| YTD | +57.5% | -26.1% | +83.7% | +60.1% |
| 1Y | +82.5% | -37.1% | +119.5% | +90.3% |
| All | +82.5% | -37.0% | +119.4% | +90.3% |
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