-92.9%
NIO vs PFG
+92.7%
-185.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.3% |
| 7D | -14.5% | +2.4% | -16.8% | -15.8% |
| 30D | -15.0% | +5.9% | -20.8% | -18.3% |
| 3M | -35.6% | -0.4% | -35.1% | -35.9% |
| 6M | -55.7% | +14.8% | -70.5% | -60.4% |
| YTD | -43.1% | +31.9% | -75.1% | -54.7% |
| 1Y | -53.5% | +38.8% | -92.3% | -64.5% |
| 3Y | -59.8% | +82.4% | -142.2% | -77.4% |
| All | -92.9% | +92.7% | -185.6% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling