-48.3%
NIO vs PFGC
+241.8%
-290.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.4% |
| 7D | +6.9% | +10.8% | -3.9% | +3.8% |
| 30D | -4.7% | +17.8% | -22.6% | -9.0% |
| 3M | -28.1% | -2.7% | -25.3% | -27.9% |
| 6M | -41.7% | +20.0% | -61.7% | -44.8% |
| YTD | -33.1% | +24.3% | -57.4% | -37.5% |
| 1Y | -50.3% | +13.2% | -63.5% | -52.4% |
| 3Y | -54.4% | +85.9% | -140.3% | -62.1% |
| 5Y | -91.6% | +141.0% | -232.6% | -93.4% |
| All | -48.3% | +241.8% | -290.1% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling