+253.5%
PH vs NUE
+145.9%
+107.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | -0.3% |
| 30D | -10.8% | -6.0% | -4.9% | -8.9% |
| 3M | +8.5% | +1.4% | +7.0% | +7.2% |
| 6M | +3.9% | +52.8% | -48.9% | -12.7% |
| YTD | +9.4% | +58.1% | -48.7% | -9.5% |
| 1Y | +26.8% | +80.4% | -53.6% | -0.9% |
| 3Y | +140.8% | +62.3% | +78.5% | +89.2% |
| All | +253.5% | +145.9% | +107.6% | +142.6% |
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