+361.8%
PCAR vs NUE
+589.1%
-227.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -7.3% | -6.1% | -1.2% | -5.3% |
| 3M | +7.8% | +2.2% | +5.6% | +6.4% |
| 6M | +3.6% | +50.8% | -47.2% | -12.0% |
| YTD | +12.9% | +57.5% | -44.7% | -5.8% |
| 1Y | +27.3% | +82.5% | -55.2% | +0.1% |
| 3Y | +61.9% | +61.7% | +0.2% | +29.3% |
| 5Y | +164.2% | +145.1% | +19.0% | +67.3% |
| All | +361.8% | +589.1% | -227.3% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling