+62.3%
NUE vs PTC
-8.0%
+70.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.6% |
| 7D | +1.8% | -12.8% | +14.6% | +4.7% |
| 30D | -6.0% | -9.8% | +3.8% | -4.2% |
| 3M | +1.4% | -2.1% | +3.5% | +0.9% |
| 6M | +52.8% | -18.1% | +70.9% | +60.8% |
| YTD | +58.1% | -23.5% | +81.6% | +70.3% |
| 1Y | +80.4% | -37.4% | +117.8% | +111.6% |
| 3Y | +62.3% | -7.2% | +69.5% | +48.2% |
| All | +62.3% | -8.0% | +70.3% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling