-14.9%
PEP vs NUE
+60.7%
-75.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | +0.3% | -6.1% | +6.4% | +0.6% |
| 3M | -3.2% | +1.7% | -4.9% | -3.5% |
| 6M | -13.6% | +53.1% | -66.7% | -16.1% |
| YTD | -1.9% | +59.0% | -60.9% | -4.9% |
| 1Y | -0.6% | +85.3% | -85.9% | -4.6% |
| All | -14.9% | +60.7% | -75.6% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling