-38.6%
NIO vs PFG
+48.9%
-87.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -6.7% | +6.0% | -12.6% | -7.2% |
| 30D | -20.0% | +2.2% | -22.3% | -20.2% |
| 3M | -30.5% | +10.4% | -40.8% | -31.1% |
| 6M | -20.7% | +27.8% | -48.5% | -23.7% |
| YTD | -25.7% | +33.6% | -59.3% | -28.7% |
| 1Y | -38.6% | +49.3% | -87.9% | -38.7% |
| All | -38.6% | +48.9% | -87.5% | -38.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling