+2,090.1%
PPL vs NUE
+14,617.8%
-12,527.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.7% | +4.2% | -1.6% | +1.9% |
| 30D | +0.5% | -5.0% | +5.4% | +1.2% |
| 3M | +0.7% | -0.2% | +0.9% | +0.4% |
| 6M | -7.6% | +49.1% | -56.7% | -14.2% |
| YTD | +1.8% | +61.0% | -59.2% | -6.8% |
| 1Y | -0.8% | +82.5% | -83.3% | -11.4% |
| 3Y | +56.9% | +57.9% | -1.0% | +40.6% |
| 5Y | +39.5% | +146.6% | -107.1% | +11.9% |
| 10Y | +55.4% | +561.6% | -506.2% | -0.1% |
| All | +2,090.1% | +14,617.8% | -12,527.7% | +818.4% |
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