+272.5%
PM vs NUE
+423.6%
-151.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.6% | +1.7% |
| 7D | +0.5% | +2.8% | -2.2% | +0.1% |
| 30D | -3.2% | -2.1% | -1.1% | -3.0% |
| 3M | +6.2% | -7.3% | +13.6% | +7.2% |
| 6M | +7.7% | +8.9% | -1.2% | +5.6% |
| YTD | +27.3% | +55.6% | -28.3% | +17.7% |
| 1Y | +32.8% | +74.7% | -41.9% | +20.4% |
| 3Y | +150.0% | +71.7% | +78.3% | +120.4% |
| 5Y | +164.2% | +141.2% | +23.0% | +104.7% |
| All | +272.5% | +423.6% | -151.1% | +97.2% |
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 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