+1,131.3%
PSX vs NUE
+787.1%
+344.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | +2.8% | +1.8% | +1.0% | +1.9% |
| 30D | +27.8% | -6.0% | +33.7% | +31.1% |
| 3M | +42.0% | +1.4% | +40.6% | +39.5% |
| 6M | +58.1% | +52.8% | +5.3% | +26.5% |
| YTD | +105.0% | +58.1% | +46.9% | +60.9% |
| 1Y | +104.9% | +80.4% | +24.5% | +49.8% |
| 3Y | +134.1% | +62.3% | +71.8% | +73.7% |
| 5Y | +363.8% | +146.2% | +217.6% | +149.3% |
| 10Y | +370.1% | +549.5% | -179.4% | +27.9% |
| All | +1,131.3% | +787.1% | +344.2% | +147.4% |
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