+3,973.2%
PG vs NUE
+14,525.3%
-10,552.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.8% | -4.6% | +5.4% | +1.4% |
| 3M | -1.3% | -0.3% | -1.0% | -1.5% |
| 6M | -3.8% | +51.9% | -55.7% | -9.5% |
| YTD | +3.6% | +60.0% | -56.4% | -3.3% |
| 1Y | -5.7% | +82.9% | -88.6% | -13.8% |
| 3Y | +1.6% | +66.0% | -64.4% | -7.7% |
| 5Y | +14.6% | +149.0% | -134.3% | -4.4% |
| 10Y | +121.2% | +588.3% | -467.1% | +52.0% |
| All | +3,973.2% | +14,525.3% | -10,552.1% | +1,164.2% |
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