+146.7%
PM vs NUE
+79.0%
+67.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.2% |
| 7D | -7.1% | -2.4% | -4.6% | -7.2% |
| 30D | -2.8% | +3.8% | -6.6% | -2.5% |
| 3M | +6.3% | -3.7% | +10.0% | +6.2% |
| 6M | +9.6% | +13.2% | -3.6% | +10.9% |
| YTD | +25.6% | +61.6% | -36.0% | +31.3% |
| 1Y | +29.7% | +83.6% | -53.9% | +37.3% |
| All | +146.7% | +79.0% | +67.7% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling