+156.2%
PSX vs NUE
+72.4%
+83.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.2% | +1.9% |
| 7D | +7.8% | +2.8% | +5.0% | +6.8% |
| 30D | -10.9% | -2.1% | -8.8% | -10.5% |
| 3M | +14.5% | -7.3% | +21.8% | +16.9% |
| 6M | +56.1% | +8.9% | +47.2% | +49.1% |
| YTD | +109.6% | +55.6% | +54.0% | +71.8% |
| 1Y | +95.5% | +74.7% | +20.9% | +52.2% |
| 3Y | +156.2% | +71.7% | +84.5% | +74.5% |
| All | +156.2% | +72.4% | +83.8% | +74.5% |
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 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