-38.0%
NIO vs PFG
+51.4%
-89.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.4% |
| 7D | -13.0% | +5.5% | -18.6% | -13.5% |
| 30D | -18.3% | +2.4% | -20.6% | -18.4% |
| 3M | -33.2% | +13.6% | -46.8% | -34.1% |
| 6M | -21.5% | +27.9% | -49.4% | -24.6% |
| YTD | -25.5% | +35.6% | -61.0% | -28.8% |
| 1Y | -38.0% | +48.5% | -86.5% | -39.7% |
| All | -38.0% | +51.4% | -89.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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