-43.9%
NIO vs PFGC
+192.4%
-236.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -4.1% | -3.7% | -0.4% | -3.2% |
| 30D | -23.2% | -16.0% | -7.3% | -19.7% |
| 3M | -29.9% | -4.1% | -25.8% | -29.3% |
| 6M | -25.1% | +8.7% | -33.8% | -27.0% |
| YTD | -27.5% | +6.4% | -33.8% | -29.1% |
| 1Y | -41.1% | -8.4% | -32.7% | -40.2% |
| 3Y | -63.1% | +61.8% | -124.9% | -68.1% |
| 5Y | -90.4% | +108.7% | -199.1% | -92.1% |
| All | -43.9% | +192.4% | -236.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling