+782.8%
PH vs NUE
+589.1%
+193.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.1% |
| 7D | -3.1% | -2.7% | -0.5% | -1.8% |
| 30D | -11.8% | -6.1% | -5.7% | -9.2% |
| 3M | +6.9% | +2.2% | +4.7% | +4.7% |
| 6M | -1.3% | +50.8% | -52.0% | -21.3% |
| YTD | +7.0% | +57.5% | -50.6% | -17.0% |
| 1Y | +23.1% | +82.5% | -59.4% | -12.1% |
| 3Y | +135.4% | +61.7% | +73.7% | +71.7% |
| 5Y | +250.3% | +145.1% | +105.2% | +84.3% |
| All | +782.8% | +589.1% | +193.7% | +114.4% |
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