+1,641.2%
PBR vs NUE
+5,161.4%
-3,520.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +0.3% | -2.3% | +2.6% | +1.6% |
| 30D | +17.5% | -6.1% | +23.6% | +21.2% |
| 3M | +20.9% | +1.7% | +19.2% | +18.2% |
| 6M | +20.2% | +53.1% | -32.8% | -8.0% |
| YTD | +84.3% | +59.0% | +25.2% | +37.2% |
| 1Y | +77.1% | +85.3% | -8.2% | +19.4% |
| 3Y | +100.8% | +63.2% | +37.6% | +34.4% |
| 5Y | +556.1% | +146.8% | +409.3% | +198.2% |
| 10Y | +676.1% | +584.3% | +91.8% | +72.3% |
| All | +1,641.2% | +5,161.4% | -3,520.3% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 all: compounded portfolio wealth divided by compounded NUE 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…
all analysis · Full analysis span regression · 6 months rolling