+32.8%
PFE vs NUE
+599.8%
-567.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -2.6% | -0.6% | -1.9% | -2.4% |
| 30D | +5.4% | -4.6% | +9.9% | +6.2% |
| 3M | +7.8% | -0.3% | +8.1% | +7.5% |
| 6M | +5.0% | +51.9% | -46.9% | -3.5% |
| YTD | +17.1% | +60.0% | -42.9% | +6.4% |
| 1Y | +19.3% | +82.9% | -63.6% | +5.4% |
| 3Y | -0.9% | +66.0% | -66.9% | -12.8% |
| 5Y | -20.8% | +149.0% | -169.7% | -38.7% |
| All | +32.8% | +599.8% | -567.0% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling