-21.3%
PFE vs NUE
+145.9%
-167.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.1% |
| 7D | -2.7% | +1.8% | -4.4% | -2.9% |
| 30D | +3.8% | -6.0% | +9.8% | +4.6% |
| 3M | +10.4% | +1.4% | +8.9% | +9.9% |
| 6M | +6.3% | +52.8% | -46.6% | +0.4% |
| YTD | +17.4% | +58.1% | -40.8% | +10.3% |
| 1Y | +21.1% | +80.4% | -59.3% | +11.8% |
| 3Y | -1.6% | +62.3% | -63.9% | -9.6% |
| All | -21.3% | +145.9% | -167.2% | -30.8% |
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