+12,917.0%
PCAR vs NUE
+14,124.9%
-1,207.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.7% |
| 7D | +4.9% | +2.8% | +2.2% | +3.7% |
| 30D | -1.4% | -2.1% | +0.7% | -0.9% |
| 3M | -18.1% | -7.3% | -10.8% | -16.3% |
| 6M | -4.0% | +8.9% | -12.9% | -8.5% |
| YTD | -1.5% | +55.6% | -57.1% | -19.4% |
| 1Y | +13.2% | +74.7% | -61.5% | -11.8% |
| 3Y | +35.8% | +71.7% | -35.9% | +2.8% |
| 5Y | +114.6% | +141.2% | -26.6% | +32.1% |
| 10Y | +289.6% | +429.6% | -140.0% | +58.1% |
| All | +12,917.0% | +14,124.9% | -1,207.9% | +1,162.1% |
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