+208.8%
PM vs NUE
+589.1%
-380.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +1.9% | -2.7% | +4.6% | +2.3% |
| 30D | +1.9% | -6.1% | +8.0% | +2.7% |
| 3M | +4.6% | +2.2% | +2.4% | +3.9% |
| 6M | +11.7% | +50.8% | -39.1% | +4.4% |
| YTD | +20.4% | +57.5% | -37.2% | +11.6% |
| 1Y | +19.0% | +82.5% | -63.5% | +7.5% |
| 3Y | +130.4% | +61.7% | +68.7% | +107.0% |
| 5Y | +131.5% | +145.1% | -13.7% | +80.5% |
| All | +208.8% | +589.1% | -380.3% | +68.3% |
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