+763.1%
PM vs NUE
+521.2%
+242.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -4.9% | +4.2% | -9.1% | -5.7% |
| 30D | -3.4% | -5.0% | +1.6% | -2.5% |
| 3M | +5.2% | -0.2% | +5.4% | +4.8% |
| 6M | +3.7% | +49.1% | -45.4% | -4.9% |
| YTD | +15.8% | +61.0% | -45.2% | +4.4% |
| 1Y | +17.4% | +82.5% | -65.2% | +2.7% |
| 3Y | +116.9% | +57.9% | +59.0% | +89.5% |
| 5Y | +117.3% | +146.6% | -29.3% | +63.4% |
| 10Y | +193.8% | +561.6% | -367.8% | +60.5% |
| All | +763.1% | +521.2% | +242.0% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling