+3,382.3%
PFE vs NUE
+14,124.9%
-10,742.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | -1.7% | +2.8% | -4.5% | -2.2% |
| 30D | +0.3% | -2.1% | +2.4% | +0.6% |
| 3M | +9.4% | -7.3% | +16.7% | +10.5% |
| 6M | +14.9% | +8.9% | +6.0% | +12.4% |
| YTD | +23.8% | +55.6% | -31.8% | +12.9% |
| 1Y | +19.5% | +74.7% | -55.1% | +6.6% |
| 3Y | +21.0% | +71.7% | -50.6% | +6.0% |
| 5Y | -23.9% | +141.2% | -165.1% | -39.5% |
| 10Y | +47.8% | +429.6% | -381.7% | -4.1% |
| All | +3,382.3% | +14,124.9% | -10,742.6% | +793.1% |
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