+3,280.0%
PFE vs NUE
+14,617.8%
-11,337.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +1.8% | +4.2% | -2.5% | +1.0% |
| 30D | +10.2% | -5.0% | +15.2% | +11.2% |
| 3M | +12.7% | -0.2% | +12.9% | +12.4% |
| 6M | +10.5% | +49.1% | -38.6% | +2.0% |
| YTD | +20.2% | +61.0% | -40.8% | +9.2% |
| 1Y | +24.1% | +82.5% | -58.5% | +9.8% |
| 3Y | -3.6% | +57.9% | -61.5% | -14.1% |
| 5Y | -20.9% | +146.6% | -167.4% | -37.4% |
| 10Y | +35.8% | +561.6% | -525.8% | -15.3% |
| All | +3,280.0% | +14,617.8% | -11,337.8% | +763.5% |
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