-3.4%
PCAR vs NUE
+14.7%
-18.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.9% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +0.3% | +3.8% | -3.5% | -1.1% |
| 3M | -17.9% | -3.7% | -14.3% | -16.7% |
| 6M | -3.4% | +13.2% | -16.6% | -10.2% |
| All | -3.4% | +14.7% | -18.1% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling