-92.2%
NIO vs PFG
+91.4%
-183.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +7.1% |
| 7D | +5.6% | -0.6% | +6.3% | +6.0% |
| 30D | -4.2% | +2.0% | -6.2% | -5.8% |
| 3M | -26.3% | -3.2% | -23.1% | -25.4% |
| 6M | -42.5% | +10.9% | -53.5% | -47.5% |
| YTD | -33.5% | +28.8% | -62.4% | -46.1% |
| 1Y | -52.7% | +39.2% | -91.8% | -64.0% |
| 3Y | -57.5% | +75.0% | -132.5% | -75.2% |
| All | -92.2% | +91.4% | -183.6% | -96.0% |
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