+57.2%
PPL vs NUE
+66.5%
-9.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.4% | -10.6% | +11.0% | +0.7% |
| 30D | +5.4% | -0.6% | +6.0% | +5.4% |
| 3M | +4.3% | -9.7% | +14.0% | +4.5% |
| 6M | -1.3% | +5.1% | -6.4% | -1.5% |
| YTD | +4.7% | +51.4% | -46.7% | +3.4% |
| 1Y | +1.3% | +71.3% | -70.1% | -0.4% |
| 3Y | +57.2% | +66.8% | -9.6% | +54.6% |
| All | +57.2% | +66.5% | -9.3% | +54.6% |
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