+64.4%
PPL vs NUE
+468.0%
-403.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -1.2% | -10.2% | +9.0% | +0.6% |
| 30D | +4.2% | -0.4% | +4.7% | +4.2% |
| 3M | +1.5% | -8.4% | +9.9% | +2.7% |
| 6M | +1.0% | +10.1% | -9.0% | -1.3% |
| YTD | +4.4% | +54.1% | -49.7% | -4.6% |
| 1Y | +0.8% | +74.7% | -74.0% | -10.1% |
| 3Y | +56.5% | +72.0% | -15.5% | +36.3% |
| 5Y | +47.7% | +136.4% | -88.7% | +13.9% |
| 10Y | +64.4% | +434.6% | -370.2% | -15.8% |
| All | +64.4% | +468.0% | -403.6% | -15.8% |
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