+19.0%
PM vs NUE
+83.1%
-64.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +1.9% | -2.7% | +4.6% | +1.9% |
| 30D | +1.9% | -6.1% | +8.0% | +1.8% |
| 3M | +4.6% | +2.2% | +2.4% | +4.5% |
| 6M | +11.7% | +50.8% | -39.1% | +14.7% |
| YTD | +20.4% | +57.5% | -37.2% | +24.7% |
| 1Y | +19.0% | +82.5% | -63.5% | +27.4% |
| All | +19.0% | +83.1% | -64.1% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling