+3.2%
PEP vs NUE
+147.3%
-144.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | +0.3% | -6.1% | +6.4% | +0.7% |
| 3M | -3.2% | +1.7% | -4.9% | -3.5% |
| 6M | -13.6% | +53.1% | -66.7% | -16.4% |
| YTD | -1.9% | +59.0% | -60.9% | -5.4% |
| 1Y | -0.6% | +85.3% | -85.9% | -5.3% |
| 3Y | -13.6% | +63.2% | -76.8% | -17.6% |
| 5Y | +3.2% | +146.8% | -143.6% | -5.4% |
| All | +3.2% | +147.3% | -144.1% | -5.4% |
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 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