+39.4%
PPL vs NUE
+146.7%
-107.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.7% | +4.2% | -1.6% | +2.3% |
| 30D | +0.5% | -5.0% | +5.4% | +0.9% |
| 3M | +0.7% | -0.2% | +0.9% | +0.5% |
| 6M | -7.6% | +49.1% | -56.7% | -10.9% |
| YTD | +1.8% | +61.0% | -59.2% | -2.7% |
| 1Y | -0.8% | +82.5% | -83.3% | -6.4% |
| 3Y | +56.9% | +57.9% | -1.0% | +48.8% |
| All | +39.4% | +146.7% | -107.3% | +24.8% |
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 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