+101.6%
PSX vs NUE
+85.4%
+16.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +15.6% | -4.6% | +20.2% | +15.9% |
| 3M | +46.5% | -0.3% | +46.8% | +46.5% |
| 6M | +55.0% | +51.9% | +3.1% | +47.0% |
| YTD | +105.3% | +60.0% | +45.3% | +93.2% |
| 1Y | +101.6% | +82.9% | +18.7% | +84.5% |
| All | +101.6% | +85.4% | +16.2% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling