+128.7%
PM vs NUE
+147.3%
-18.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -0.2% | -6.1% | +5.9% | 0.0% |
| 3M | +4.9% | +1.7% | +3.2% | +4.8% |
| 6M | +9.0% | +53.1% | -44.0% | +7.4% |
| YTD | +17.8% | +59.0% | -41.3% | +15.8% |
| 1Y | +16.8% | +85.3% | -68.5% | +14.2% |
| 3Y | +125.4% | +63.2% | +62.2% | +119.8% |
| 5Y | +128.7% | +146.8% | -18.1% | +113.5% |
| All | +128.7% | +147.3% | -18.6% | +113.5% |
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