-42.6%
NIO vs PFGC
+196.0%
-238.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -6.7% | -2.4% | -4.2% | -6.1% |
| 30D | -20.0% | -15.8% | -4.3% | -16.4% |
| 3M | -30.5% | -0.6% | -29.9% | -30.6% |
| 6M | -20.7% | +10.7% | -31.4% | -23.1% |
| YTD | -25.7% | +7.6% | -33.3% | -27.7% |
| 1Y | -38.6% | -7.8% | -30.8% | -37.8% |
| 3Y | -62.3% | +63.7% | -126.0% | -67.5% |
| 5Y | -90.1% | +112.3% | -202.3% | -91.9% |
| All | -42.6% | +196.0% | -238.6% | -56.9% |
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