+66.8%
PPL vs NUE
+451.1%
-384.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | 0.0% | -6.2% | +6.3% | +1.1% |
| 30D | +4.3% | +2.5% | +1.8% | +3.7% |
| 3M | +2.9% | -6.4% | +9.3% | +3.8% |
| 6M | +1.1% | +13.3% | -12.2% | -1.8% |
| YTD | +4.5% | +58.5% | -54.1% | -5.0% |
| 1Y | +0.1% | +81.9% | -81.8% | -11.4% |
| 3Y | +55.7% | +75.3% | -19.6% | +35.2% |
| 5Y | +47.6% | +149.9% | -102.3% | +12.3% |
| 10Y | +66.8% | +436.0% | -369.2% | -15.1% |
| All | +66.8% | +451.1% | -384.2% | -15.1% |
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