+3,159.9%
PEP vs NUE
+14,617.8%
-11,457.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | +4.2% | -5.6% | -2.0% |
| 30D | +0.2% | -5.0% | +5.2% | +0.9% |
| 3M | -1.1% | -0.2% | -0.9% | -1.4% |
| 6M | -13.5% | +49.1% | -62.6% | -19.1% |
| YTD | -1.2% | +61.0% | -62.2% | -8.7% |
| 1Y | -1.6% | +82.5% | -84.1% | -11.0% |
| 3Y | -12.5% | +57.9% | -70.4% | -20.6% |
| 5Y | +3.0% | +146.6% | -143.5% | -15.5% |
| 10Y | +73.9% | +561.6% | -487.7% | +15.8% |
| All | +3,159.9% | +14,617.8% | -11,457.8% | +717.0% |
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 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