+117.3%
PCAR vs NUE
+150.9%
-33.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | +0.3% | +3.8% | -3.5% | -1.1% |
| 3M | -17.9% | -3.7% | -14.3% | -17.4% |
| 6M | -3.4% | +13.2% | -16.6% | -7.8% |
| YTD | -0.1% | +61.6% | -61.7% | -15.0% |
| 1Y | +13.4% | +83.6% | -70.2% | -7.3% |
| 3Y | +37.2% | +78.6% | -41.4% | +10.2% |
| 5Y | +117.3% | +148.0% | -30.6% | +58.0% |
| All | +117.3% | +150.9% | -33.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling