-48.3%
NIO vs PFG
+185.7%
-234.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.6% |
| 7D | +6.9% | +2.3% | +4.6% | +5.5% |
| 30D | -4.7% | +7.6% | -12.3% | -8.6% |
| 3M | -28.1% | +2.5% | -30.6% | -29.5% |
| 6M | -41.7% | +16.6% | -58.3% | -47.0% |
| YTD | -33.1% | +34.1% | -67.2% | -44.1% |
| 1Y | -50.3% | +44.1% | -94.4% | -60.2% |
| 3Y | -54.4% | +86.3% | -140.6% | -69.2% |
| 5Y | -91.6% | +101.6% | -193.2% | -94.4% |
| All | -48.3% | +185.7% | -234.0% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling